+33.1%
ZM vs VNQ
+30.7%
+2.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -5.7% | -1.3% | -4.4% | -5.1% |
| 30D | -9.1% | -2.6% | -6.5% | -8.0% |
| 3M | +3.5% | -2.0% | +5.5% | +4.5% |
| 6M | +25.7% | +4.3% | +21.3% | +22.4% |
| YTD | +10.8% | +9.2% | +1.5% | +4.8% |
| 1Y | +12.8% | +5.6% | +7.2% | +8.7% |
| 3Y | +33.1% | +30.8% | +2.3% | +11.5% |
| All | +33.1% | +30.7% | +2.5% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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