+54.1%
ZM vs VTRS
-22.9%
+77.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -5.7% | -2.2% | -3.5% | -5.4% |
| 30D | -9.1% | +3.3% | -12.4% | -9.5% |
| 3M | +3.5% | +2.0% | +1.5% | +3.1% |
| 6M | +25.7% | +19.9% | +5.7% | +22.4% |
| YTD | +10.8% | +35.7% | -25.0% | +6.2% |
| 1Y | +12.8% | +68.1% | -55.3% | +5.1% |
| 3Y | +33.1% | +87.1% | -53.9% | +21.1% |
| 5Y | -68.3% | +47.6% | -115.9% | -71.4% |
| All | +54.1% | -22.9% | +77.1% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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