+654.9%
CZFS vs VT
+374.2%
+280.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.4% | +0.4% | +1.9% | +2.3% |
| 30D | +1.1% | +1.0% | +0.1% | +1.0% |
| 3M | +30.2% | +2.4% | +27.8% | +29.8% |
| 6M | +33.3% | +12.0% | +21.3% | +31.5% |
| YTD | +47.8% | +15.3% | +32.4% | +45.3% |
| 1Y | +38.5% | +22.6% | +15.9% | +35.3% |
| 3Y | +67.1% | +74.7% | -7.6% | +59.4% |
| 5Y | +59.6% | +66.1% | -6.5% | +51.8% |
| 10Y | +141.1% | +225.0% | -83.9% | +130.4% |
| All | +654.9% | +374.2% | +280.7% | +726.3% |
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 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