+54.1%
ZM vs VTEB
+12.7%
+41.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.2% |
| 7D | -5.7% | -0.9% | -4.8% | -5.0% |
| 30D | -9.1% | -2.5% | -6.6% | -7.2% |
| 3M | +3.5% | -3.0% | +6.5% | +6.1% |
| 6M | +25.7% | -2.1% | +27.8% | +27.9% |
| YTD | +10.8% | -1.5% | +12.2% | +12.1% |
| 1Y | +12.8% | +0.2% | +12.6% | +12.7% |
| 3Y | +33.1% | +8.6% | +24.6% | +24.1% |
| 5Y | -68.3% | +1.2% | -69.5% | -69.3% |
| All | +54.1% | +12.7% | +41.4% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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