-68.1%
ZM vs VCLT
-16.3%
-51.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -10.3% | +0.1% | -10.4% | -10.3% |
| 3M | -0.7% | -2.9% | +2.2% | +1.5% |
| 6M | +24.8% | -4.0% | +28.8% | +28.7% |
| YTD | +11.5% | -2.2% | +13.7% | +13.3% |
| 1Y | +12.3% | -2.6% | +14.9% | +14.4% |
| 3Y | +33.5% | +12.3% | +21.2% | +18.7% |
| All | -68.1% | -16.3% | -51.8% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling