+63.4%
ZM vs VIG
+146.2%
-82.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.5% |
| 7D | +2.9% | -0.4% | +3.4% | +3.2% |
| 30D | +0.7% | -1.0% | +1.7% | +1.3% |
| 3M | -3.7% | +2.8% | -6.5% | -5.1% |
| 6M | +29.9% | +8.2% | +21.7% | +24.3% |
| YTD | +17.4% | +11.0% | +6.4% | +10.8% |
| 1Y | +22.4% | +16.1% | +6.2% | +12.8% |
| 3Y | +41.3% | +56.2% | -14.9% | +12.6% |
| 5Y | -66.0% | +63.0% | -129.0% | -73.8% |
| All | +63.4% | +146.2% | -82.7% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling