+38.8%
ZM vs VLTO
+56.1%
-17.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -0.3% | +2.0% | -2.3% | -0.9% |
| 30D | -6.2% | +21.8% | -28.0% | -12.5% |
| 3M | -12.2% | +20.2% | -32.5% | -17.8% |
| 6M | -16.0% | +36.3% | -52.4% | -25.2% |
| YTD | +6.3% | +18.8% | -12.6% | -0.7% |
| 1Y | +12.3% | +20.4% | -8.1% | +4.3% |
| 3Y | +51.2% | +71.9% | -20.7% | +24.6% |
| All | +38.8% | +56.1% | -17.3% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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