+55.1%
ZM vs VICR
+497.2%
-442.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.5% |
| 7D | +0.3% | +1.3% | -0.9% | +0.1% |
| 30D | -10.3% | -11.9% | +1.7% | -9.0% |
| 3M | -0.7% | -35.1% | +34.5% | +3.7% |
| 6M | +24.8% | +8.1% | +16.7% | +15.3% |
| YTD | +11.5% | +67.8% | -56.3% | -6.7% |
| 1Y | +12.3% | +267.3% | -255.0% | -20.8% |
| 3Y | +33.5% | +191.2% | -157.7% | -8.6% |
| 5Y | -67.5% | +48.1% | -115.6% | -77.1% |
| All | +55.1% | +497.2% | -442.0% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling