+63.4%
ZM vs VFC
-81.3%
+144.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +2.9% |
| 7D | +2.9% | -1.6% | +4.6% | +3.2% |
| 30D | +0.7% | -11.6% | +12.3% | +2.3% |
| 3M | -3.7% | -18.1% | +14.4% | -1.6% |
| 6M | +29.9% | -27.4% | +57.2% | +34.3% |
| YTD | +17.4% | -24.8% | +42.3% | +20.8% |
| 1Y | +22.4% | -8.2% | +30.6% | +22.2% |
| 3Y | +41.3% | -29.1% | +70.4% | +38.5% |
| 5Y | -66.0% | -79.2% | +13.1% | -68.2% |
| All | +63.4% | -81.3% | +144.7% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling