+58.2%
ZM vs VT
+142.3%
-84.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.1% | +6.7% | +7.1% |
| 7D | +6.8% | -0.7% | +7.5% | +7.4% |
| 30D | +0.1% | -1.7% | +1.9% | +1.6% |
| 3M | -7.5% | -2.3% | -5.2% | -5.8% |
| 6M | -8.4% | +1.5% | -10.0% | -9.4% |
| YTD | +13.7% | +12.0% | +1.6% | +4.5% |
| 1Y | +15.9% | +12.9% | +3.1% | +6.0% |
| 3Y | +58.0% | +74.9% | -16.9% | +6.4% |
| 5Y | -60.4% | +59.9% | -120.3% | -73.1% |
| All | +58.2% | +142.3% | -84.1% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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