-98.8%
BZFD vs VT
+82.3%
-181.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.5% | -15.2% | -15.0% |
| 7D | -49.9% | -0.1% | -49.7% | -47.9% |
| 30D | -61.3% | -3.1% | -58.2% | -57.9% |
| 3M | -59.2% | -3.5% | -55.7% | -55.4% |
| 6M | -44.0% | +0.5% | -44.4% | -42.6% |
| YTD | -50.4% | +10.8% | -61.2% | -55.8% |
| 1Y | -56.1% | +11.9% | -68.0% | -61.2% |
| 3Y | -61.7% | +73.0% | -134.7% | -79.8% |
| 5Y | -98.8% | +58.6% | -157.5% | -99.4% |
| All | -98.8% | +82.3% | -181.1% | -99.4% |
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