+55.1%
ZM vs ITOT
+181.4%
-126.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.1% |
| 7D | +0.3% | -0.4% | +0.7% | +0.6% |
| 30D | -10.3% | -1.6% | -8.7% | -9.1% |
| 3M | -0.7% | +3.5% | -4.2% | -3.2% |
| 6M | +24.8% | +13.1% | +11.7% | +13.7% |
| YTD | +11.5% | +12.7% | -1.3% | +2.0% |
| 1Y | +12.3% | +18.3% | -6.0% | -0.9% |
| 3Y | +33.5% | +76.4% | -42.9% | -11.8% |
| 5Y | -67.5% | +73.8% | -141.2% | -78.7% |
| All | +55.1% | +181.4% | -126.3% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling