-67.1%
ZM vs ITOT
+74.3%
-141.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -1.0% |
| 7D | -5.7% | -0.9% | -4.8% | -4.5% |
| 30D | -9.1% | -1.5% | -7.6% | -7.2% |
| 3M | +3.5% | +3.6% | 0.0% | -1.1% |
| 6M | +25.7% | +13.7% | +12.0% | +5.6% |
| YTD | +10.8% | +12.9% | -2.2% | -6.0% |
| 1Y | +12.8% | +17.2% | -4.4% | -9.2% |
| 3Y | +33.1% | +75.6% | -42.5% | -43.0% |
| All | -67.1% | +74.3% | -141.4% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling