+61.0%
ZM vs RVTY
+67.7%
-6.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.7% |
| 7D | +11.0% | -0.5% | +11.5% | +11.2% |
| 30D | +5.6% | +1.5% | +4.1% | +4.8% |
| 3M | -9.1% | +31.5% | -40.6% | -18.3% |
| 6M | -2.6% | +62.7% | -65.2% | -20.1% |
| YTD | +15.7% | +60.0% | -44.3% | -6.0% |
| 1Y | +18.8% | +65.7% | -47.0% | -5.0% |
| 3Y | +62.2% | +85.2% | -23.0% | +17.1% |
| 5Y | -60.9% | -14.9% | -46.0% | -60.4% |
| All | +61.0% | +67.7% | -6.7% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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