+688.1%
CZFS vs VT
+345.0%
+343.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -1.0% |
| 7D | +1.3% | -4.2% | +5.5% | +1.8% |
| 30D | +8.0% | -5.8% | +13.8% | +8.7% |
| 3M | +5.5% | -5.2% | +10.8% | +6.1% |
| 6M | +38.3% | +0.1% | +38.1% | +38.1% |
| YTD | +54.3% | +8.2% | +46.0% | +52.8% |
| 1Y | +57.3% | +10.1% | +47.1% | +55.4% |
| 3Y | +76.8% | +69.7% | +7.1% | +69.5% |
| 5Y | +68.7% | +53.4% | +15.4% | +61.6% |
| 10Y | +145.4% | +219.2% | -73.9% | +136.5% |
| All | +688.1% | +345.0% | +343.1% | +768.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling