+54.0%
ZM vs VRSK
+34.4%
+19.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | -2.7% | -7.7% | +5.0% | -0.2% |
| 30D | -10.0% | -2.8% | -7.2% | -9.2% |
| 3M | +1.6% | -3.7% | +5.3% | +2.5% |
| 6M | +25.0% | -12.8% | +37.7% | +29.5% |
| YTD | +10.6% | -21.0% | +31.6% | +17.9% |
| 1Y | +14.0% | -32.5% | +46.4% | +27.3% |
| 3Y | +32.5% | -26.5% | +59.0% | +41.9% |
| 5Y | -68.3% | -11.5% | -56.8% | -69.0% |
| All | +54.0% | +34.4% | +19.5% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling