+33.0%
ZM vs VIVK
-100.0%
+133.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.2% | -0.8% |
| 7D | -2.7% | -9.5% | +6.7% | -2.7% |
| 30D | -10.0% | -35.1% | +25.1% | -9.7% |
| 3M | +1.6% | -93.4% | +95.0% | +3.2% |
| 6M | +25.0% | -98.0% | +123.0% | +27.3% |
| YTD | +10.6% | -97.9% | +108.5% | +12.2% |
| 1Y | +14.0% | -100.0% | +113.9% | +19.6% |
| All | +33.0% | -100.0% | +133.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling