+66.4%
CZFS vs VT
+53.4%
+13.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.6% | -2.3% | +1.8% | +0.8% |
| 30D | +7.5% | -5.0% | +12.5% | +10.6% |
| 3M | +3.8% | -4.9% | +8.7% | +6.7% |
| 6M | +34.7% | -1.5% | +36.2% | +35.1% |
| YTD | +52.2% | +8.5% | +43.7% | +43.3% |
| 1Y | +58.3% | +11.4% | +46.9% | +46.3% |
| 3Y | +75.8% | +70.1% | +5.7% | +34.4% |
| All | +66.4% | +53.4% | +13.0% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling