-67.2%
ZM vs RVTY
-32.1%
-35.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.4% | -3.9% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | -7.7% | +10.8% | -18.5% | -11.4% |
| 3M | -4.7% | +26.8% | -31.4% | -14.0% |
| 6M | +24.4% | +39.3% | -14.9% | +6.5% |
| YTD | +11.8% | +31.6% | -19.9% | -2.9% |
| 1Y | +13.4% | +47.7% | -34.3% | -7.2% |
| 3Y | +33.8% | +19.9% | +13.9% | +13.8% |
| 5Y | -67.2% | -32.3% | -34.8% | -61.4% |
| All | -67.2% | -32.1% | -35.0% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling