+61.0%
ZM vs VSAT
-23.2%
+84.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.1% | +2.5% |
| 7D | +11.0% | +5.9% | +5.1% | +10.4% |
| 30D | +5.6% | +9.7% | -4.1% | +4.6% |
| 3M | -9.1% | -18.3% | +9.2% | -8.2% |
| 6M | -2.6% | -4.1% | +1.5% | -3.8% |
| YTD | +15.7% | +96.5% | -80.9% | +6.7% |
| 1Y | +18.8% | +89.3% | -70.5% | +9.6% |
| 3Y | +62.2% | +270.1% | -207.9% | +33.9% |
| 5Y | -60.9% | +26.4% | -87.2% | -68.0% |
| All | +61.0% | -23.2% | +84.1% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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