-67.1%
ZM vs VRSK
-11.8%
-55.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -5.7% | -5.2% | -0.5% | -3.1% |
| 30D | -9.1% | -2.3% | -6.8% | -8.1% |
| 3M | +3.5% | -2.9% | +6.4% | +4.1% |
| 6M | +25.7% | -12.8% | +38.5% | +32.8% |
| YTD | +10.8% | -20.8% | +31.6% | +22.7% |
| 1Y | +12.8% | -33.2% | +46.0% | +37.3% |
| 3Y | +33.1% | -26.6% | +59.7% | +44.1% |
| All | -67.1% | -11.8% | -55.3% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 5y: compounded portfolio wealth divided by compounded VRSK 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…
5y analysis · Full analysis span regression · 6 months rolling