-72.7%
ZM vs VSXY
+42.7%
-115.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.9% | -8.7% | -5.4% |
| 7D | +1.6% | -6.8% | +8.4% | +2.4% |
| 30D | -7.7% | -20.4% | +12.7% | -5.0% |
| 3M | -4.7% | +2.9% | -7.6% | -5.7% |
| 6M | +24.4% | +67.9% | -43.5% | +11.8% |
| YTD | +11.8% | +44.9% | -33.1% | +1.9% |
| 1Y | +13.4% | +205.9% | -192.6% | -10.5% |
| 3Y | +33.8% | +373.9% | -340.0% | -13.3% |
| 5Y | -67.2% | +23.5% | -90.6% | -72.8% |
| All | -72.7% | +42.7% | -115.4% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling