+54.1%
ZM vs VCLT
+7.6%
+46.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.7% | -1.4% | -4.3% | -4.8% |
| 30D | -9.1% | -1.2% | -7.9% | -8.3% |
| 3M | +3.5% | -4.8% | +8.3% | +7.0% |
| 6M | +25.7% | -2.6% | +28.2% | +27.9% |
| YTD | +10.8% | -3.3% | +14.1% | +13.3% |
| 1Y | +12.8% | -4.8% | +17.6% | +16.4% |
| 3Y | +33.1% | +11.5% | +21.6% | +21.8% |
| 5Y | -68.3% | -17.0% | -51.3% | -65.3% |
| All | +54.1% | +7.6% | +46.5% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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