-76.6%
ZM vs ROIV
+295.0%
-371.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +18.8% | -23.6% | -8.0% |
| 7D | +1.6% | +20.2% | -18.5% | -2.0% |
| 30D | -7.7% | +14.1% | -21.9% | -10.2% |
| 3M | -4.7% | +45.6% | -50.3% | -11.5% |
| 6M | +24.4% | +44.1% | -19.7% | +15.2% |
| YTD | +11.8% | +91.2% | -79.4% | -2.4% |
| 1Y | +13.4% | +221.3% | -207.9% | -10.3% |
| 3Y | +33.8% | +229.2% | -195.4% | +2.9% |
| 5Y | -67.2% | +316.5% | -383.6% | -78.9% |
| All | -76.6% | +295.0% | -371.6% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling