+54.0%
ZM vs VO
+118.6%
-64.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -2.7% | -2.5% | -0.2% | -1.0% |
| 30D | -10.0% | -3.2% | -6.8% | -7.9% |
| 3M | +1.6% | +3.9% | -2.3% | -1.1% |
| 6M | +25.0% | +9.6% | +15.3% | +17.1% |
| YTD | +10.6% | +11.6% | -1.0% | +2.3% |
| 1Y | +14.0% | +12.6% | +1.3% | +4.8% |
| 3Y | +32.5% | +55.4% | -22.9% | -1.2% |
| 5Y | -68.3% | +41.8% | -110.2% | -75.6% |
| All | +54.0% | +118.6% | -64.6% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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