+54.1%
ZM vs VICR
+542.8%
-488.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.0% | -1.6% |
| 7D | -5.7% | +5.0% | -10.6% | -6.5% |
| 30D | -9.1% | -12.5% | +3.4% | -7.7% |
| 3M | +3.5% | -33.6% | +37.1% | +7.7% |
| 6M | +25.7% | +10.7% | +15.0% | +15.8% |
| YTD | +10.8% | +80.6% | -69.8% | -8.4% |
| 1Y | +12.8% | +288.4% | -275.6% | -21.2% |
| 3Y | +33.1% | +213.8% | -180.7% | -9.9% |
| 5Y | -68.3% | +58.8% | -127.2% | -77.9% |
| All | +54.1% | +542.8% | -488.6% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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