+55.1%
ZM vs VIVK
-100.0%
+155.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.1% | -0.2% |
| 7D | +0.3% | -7.9% | +8.2% | +0.4% |
| 30D | -10.3% | -42.0% | +31.7% | -9.9% |
| 3M | -0.7% | -92.5% | +91.8% | +0.8% |
| 6M | +24.8% | -98.0% | +122.8% | +27.2% |
| YTD | +11.5% | -97.9% | +109.4% | +13.1% |
| 1Y | +12.3% | -100.0% | +112.3% | +17.0% |
| 3Y | +33.5% | -100.0% | +133.5% | +37.7% |
| 5Y | -67.5% | -100.0% | +32.5% | -66.4% |
| All | +55.1% | -100.0% | +155.1% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling