+63.4%
ZM vs VMC
+128.3%
-64.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.3% | +3.1% |
| 7D | +2.9% | -4.3% | +7.3% | +3.5% |
| 30D | +0.7% | -8.2% | +8.9% | +1.7% |
| 3M | -3.7% | -7.0% | +3.4% | -3.0% |
| 6M | +29.9% | -10.8% | +40.6% | +31.2% |
| YTD | +17.4% | -7.4% | +24.8% | +18.0% |
| 1Y | +22.4% | -9.5% | +31.9% | +23.3% |
| 3Y | +41.3% | +20.5% | +20.8% | +37.2% |
| 5Y | -66.0% | +51.6% | -117.6% | -68.0% |
| All | +63.4% | +128.3% | -64.8% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling