+57.6%
ZM vs VFC
-72.0%
+129.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | 0.0% |
| 7D | +10.0% | -1.4% | +11.4% | +10.2% |
| 30D | -0.5% | +24.6% | -25.1% | -3.4% |
| 3M | -7.1% | +38.4% | -45.5% | -11.1% |
| 6M | -5.1% | +15.3% | -20.4% | -7.5% |
| YTD | +13.2% | +12.7% | +0.5% | +10.3% |
| 1Y | +15.3% | +32.7% | -17.3% | +10.0% |
| 3Y | +57.4% | +43.7% | +13.7% | +42.5% |
| 5Y | -61.7% | -69.2% | +7.5% | -66.1% |
| All | +57.6% | -72.0% | +129.5% | +86.7% |
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