+22.4%
ZM vs VIVK
-100.0%
+122.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -12.3% | +15.6% | +3.4% |
| 7D | +2.9% | -1.4% | +4.3% | +2.9% |
| 30D | +0.7% | -43.6% | +44.3% | +1.2% |
| 3M | -3.7% | -95.1% | +91.4% | -1.9% |
| 6M | +29.9% | -98.2% | +128.1% | +32.4% |
| YTD | +17.4% | -97.9% | +115.4% | +19.4% |
| 1Y | +22.4% | -100.0% | +122.4% | +29.4% |
| All | +22.4% | -100.0% | +122.4% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling