-98.7%
BZFD vs VT
+78.5%
-177.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.2% | -7.9% | -8.0% |
| 7D | -42.9% | -2.3% | -40.6% | -38.8% |
| 30D | -57.6% | -5.0% | -52.7% | -52.6% |
| 3M | -54.2% | -4.9% | -49.4% | -48.9% |
| 6M | -40.4% | -1.5% | -38.8% | -37.1% |
| YTD | -44.4% | +8.5% | -52.9% | -49.0% |
| 1Y | -68.3% | +11.4% | -79.7% | -71.9% |
| 3Y | -61.1% | +70.1% | -131.1% | -78.9% |
| 5Y | -98.7% | +53.7% | -152.4% | -99.3% |
| All | -98.7% | +78.5% | -177.2% | -99.3% |
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