+155.4%
CZWI vs VT
+222.7%
-67.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -0.8% | +2.9% | -3.6% | -2.1% |
| 30D | +11.0% | -2.5% | +13.5% | +12.3% |
| 3M | +13.8% | -3.3% | +17.1% | +15.6% |
| 6M | +12.7% | +1.5% | +11.2% | +11.6% |
| YTD | +34.3% | +11.4% | +22.9% | +27.0% |
| 1Y | +44.9% | +11.9% | +33.0% | +36.7% |
| 3Y | +142.1% | +73.9% | +68.2% | +84.8% |
| 5Y | +90.0% | +57.9% | +32.2% | +51.2% |
| All | +155.4% | +222.7% | -67.3% | +37.4% |
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