+54.0%
ZM vs VFC
-82.3%
+136.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.5% |
| 7D | -2.7% | -3.3% | +0.6% | -2.3% |
| 30D | -10.0% | -14.0% | +4.0% | -8.2% |
| 3M | +1.6% | -22.6% | +24.2% | +4.6% |
| 6M | +25.0% | -24.7% | +49.7% | +28.7% |
| YTD | +10.6% | -29.0% | +39.6% | +14.6% |
| 1Y | +14.0% | -13.8% | +27.7% | +14.7% |
| 3Y | +32.5% | -28.2% | +60.7% | +29.9% |
| 5Y | -68.3% | -79.0% | +10.7% | -69.8% |
| All | +54.0% | -82.3% | +136.3% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling