+54.9%
ZM vs VIK
+221.3%
-166.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -2.7% | -1.8% | -0.9% | -2.5% |
| 30D | -10.0% | -17.3% | +7.3% | -7.0% |
| 3M | +1.6% | -5.1% | +6.6% | +2.2% |
| 6M | +25.0% | +16.2% | +8.8% | +19.1% |
| YTD | +10.6% | +17.6% | -7.0% | +4.8% |
| 1Y | +14.0% | +33.5% | -19.6% | +4.4% |
| All | +54.9% | +221.3% | -166.3% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling