+61.0%
ZM vs VFC
-71.0%
+132.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.7% |
| 7D | +11.0% | +1.6% | +9.4% | +10.8% |
| 30D | +5.6% | +25.5% | -19.8% | +2.5% |
| 3M | -9.1% | +41.3% | -50.4% | -13.3% |
| 6M | -2.6% | +22.2% | -24.8% | -5.7% |
| YTD | +15.7% | +16.4% | -0.7% | +12.2% |
| 1Y | +18.8% | +38.4% | -19.7% | +12.6% |
| 3Y | +62.2% | +56.2% | +6.0% | +45.4% |
| 5Y | -60.9% | -68.2% | +7.3% | -65.5% |
| All | +61.0% | -71.0% | +132.0% | +90.0% |
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