+57.6%
ZM vs VO
+123.2%
-65.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | +10.0% | +2.9% | +7.1% | +7.8% |
| 30D | -0.5% | +1.0% | -1.5% | -1.1% |
| 3M | -7.1% | -1.7% | -5.3% | -5.8% |
| 6M | -5.1% | +6.7% | -11.8% | -9.2% |
| YTD | +13.2% | +14.0% | -0.8% | +3.3% |
| 1Y | +15.3% | +13.7% | +1.7% | +5.5% |
| 3Y | +57.4% | +65.8% | -8.4% | +12.5% |
| 5Y | -61.7% | +36.6% | -98.3% | -70.6% |
| All | +57.6% | +123.2% | -65.7% | +34.0% |
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