+54.1%
ZM vs VIVK
-100.0%
+154.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.2% |
| 7D | -5.7% | -4.4% | -1.3% | -5.7% |
| 30D | -9.1% | -40.8% | +31.7% | -8.7% |
| 3M | +3.5% | -94.1% | +97.7% | +5.3% |
| 6M | +25.7% | -98.2% | +123.9% | +28.2% |
| YTD | +10.8% | -98.0% | +108.8% | +12.4% |
| 1Y | +12.8% | -100.0% | +112.7% | +17.4% |
| 3Y | +33.1% | -100.0% | +133.1% | +37.4% |
| 5Y | -68.3% | -100.0% | +31.7% | -67.2% |
| All | +54.1% | -100.0% | +154.1% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling