-67.1%
ZM vs VIG
+63.0%
-130.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.8% |
| 7D | -5.7% | -1.1% | -4.6% | -4.3% |
| 30D | -9.1% | -2.7% | -6.3% | -5.6% |
| 3M | +3.5% | +2.5% | +1.0% | +0.1% |
| 6M | +25.7% | +9.2% | +16.4% | +11.3% |
| YTD | +10.8% | +9.8% | +0.9% | -2.6% |
| 1Y | +12.8% | +12.4% | +0.4% | -3.9% |
| 3Y | +33.1% | +55.9% | -22.8% | -31.3% |
| All | -67.1% | +63.0% | -130.1% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling