+142.6%
CZFS vs VT
+221.8%
-79.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.3% | +2.4% | -2.0% | -0.5% |
| 30D | +8.8% | -1.5% | +10.3% | +9.3% |
| 3M | +4.9% | -4.1% | +9.0% | +6.3% |
| 6M | +37.1% | +0.6% | +36.6% | +36.5% |
| YTD | +52.7% | +11.0% | +41.6% | +46.5% |
| 1Y | +53.9% | +13.3% | +40.6% | +46.6% |
| 3Y | +79.4% | +73.4% | +6.0% | +52.7% |
| 5Y | +68.5% | +57.4% | +11.0% | +44.3% |
| All | +142.6% | +221.8% | -79.2% | +103.1% |
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