+54.1%
ZM vs VTR
+104.2%
-50.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -5.7% | -0.3% | -5.4% | -5.7% |
| 30D | -9.1% | +1.1% | -10.2% | -9.1% |
| 3M | +3.5% | +7.9% | -4.4% | +3.4% |
| 6M | +25.7% | +6.2% | +19.5% | +25.6% |
| YTD | +10.8% | +17.7% | -7.0% | +10.4% |
| 1Y | +12.8% | +32.9% | -20.1% | +12.1% |
| 3Y | +33.1% | +129.7% | -96.5% | +30.8% |
| 5Y | -68.3% | +89.3% | -157.6% | -69.2% |
| All | +54.1% | +104.2% | -50.1% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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