+55.1%
ZM vs VFC
-82.1%
+137.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | +0.3% | -2.3% | +2.7% | +0.7% |
| 30D | -10.3% | -13.4% | +3.1% | -8.6% |
| 3M | -0.7% | -23.7% | +23.0% | +2.4% |
| 6M | +24.8% | -24.5% | +49.3% | +28.5% |
| YTD | +11.5% | -27.8% | +39.3% | +15.2% |
| 1Y | +12.3% | -13.5% | +25.8% | +13.0% |
| 3Y | +33.5% | -27.1% | +60.6% | +30.6% |
| 5Y | -67.5% | -79.0% | +11.5% | -69.1% |
| All | +55.1% | -82.1% | +137.2% | +95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling