-67.1%
ZM vs VSXY
+22.6%
-89.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.3% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | -9.1% | -18.7% | +9.6% | -6.6% |
| 3M | +3.5% | -4.0% | +7.5% | +3.4% |
| 6M | +25.7% | +67.5% | -41.8% | +11.9% |
| YTD | +10.8% | +39.7% | -28.9% | +0.7% |
| 1Y | +12.8% | +180.0% | -167.2% | -11.3% |
| 3Y | +33.1% | +337.3% | -304.1% | -16.7% |
| All | -67.1% | +22.6% | -89.7% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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