-98.7%
BZFD vs VT
+82.7%
-181.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +29.4% | -0.3% | +29.7% | +29.8% |
| 7D | +1.4% | +2.4% | -1.0% | -1.9% |
| 30D | -49.1% | -1.5% | -47.6% | -45.9% |
| 3M | -54.0% | -4.1% | -49.9% | -49.2% |
| 6M | -60.0% | +0.6% | -60.6% | -58.8% |
| YTD | -43.7% | +11.0% | -54.7% | -49.9% |
| 1Y | -46.5% | +13.3% | -59.8% | -53.6% |
| 3Y | -58.3% | +73.4% | -131.7% | -78.0% |
| 5Y | -98.7% | +57.4% | -156.1% | -99.3% |
| All | -98.7% | +82.7% | -181.4% | -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