+68.7%
CZFS vs VT
+53.2%
+15.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | +0.9% |
| 7D | +1.3% | -4.2% | +5.5% | +3.8% |
| 30D | +8.0% | -5.8% | +13.8% | +11.7% |
| 3M | +5.5% | -5.2% | +10.8% | +8.7% |
| 6M | +38.3% | +0.1% | +38.1% | +37.2% |
| YTD | +54.3% | +8.2% | +46.0% | +45.5% |
| 1Y | +57.3% | +10.1% | +47.1% | +46.4% |
| 3Y | +76.8% | +69.7% | +7.1% | +35.3% |
| 5Y | +68.7% | +53.4% | +15.4% | +27.1% |
| All | +68.7% | +53.2% | +15.5% | +27.1% |
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 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