+14.0%
ZM vs VMC
-13.8%
+27.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -2.7% | -3.7% | +1.0% | -2.5% |
| 30D | -10.0% | -12.8% | +2.8% | -9.6% |
| 3M | +1.6% | -7.9% | +9.5% | +1.5% |
| 6M | +25.0% | -7.5% | +32.5% | +23.8% |
| YTD | +10.6% | -11.6% | +22.3% | +11.4% |
| 1Y | +14.0% | -14.3% | +28.2% | +14.7% |
| All | +14.0% | -13.8% | +27.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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