+59.4%
ZM vs VFC
+49.7%
+9.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.5% | +8.4% | +8.0% |
| 7D | +6.8% | -1.4% | +8.2% | +7.0% |
| 30D | +0.1% | +30.7% | -30.6% | -3.9% |
| 3M | -7.5% | +40.6% | -48.2% | -12.3% |
| 6M | -8.4% | +16.5% | -24.9% | -11.2% |
| YTD | +13.7% | +16.2% | -2.5% | +9.8% |
| 1Y | +15.9% | +42.4% | -26.5% | +8.5% |
| All | +59.4% | +49.7% | +9.7% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling