+33.0%
ZM vs VTR
+134.0%
-101.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -2.7% | -1.8% | -0.9% | -2.6% |
| 30D | -10.0% | +4.0% | -14.0% | -10.3% |
| 3M | +1.6% | +7.8% | -6.3% | +1.0% |
| 6M | +25.0% | +6.4% | +18.6% | +24.3% |
| YTD | +10.6% | +18.3% | -7.7% | +8.1% |
| 1Y | +14.0% | +33.9% | -20.0% | +8.4% |
| All | +33.0% | +134.0% | -101.1% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling