+273.4%
CZWI vs VT
+374.2%
-100.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +5.0% | +0.4% | +4.5% | +4.9% |
| 30D | +2.1% | +1.0% | +1.1% | +1.9% |
| 3M | +7.9% | +2.4% | +5.5% | +7.2% |
| 6M | +23.0% | +12.0% | +11.0% | +19.7% |
| YTD | +25.8% | +15.3% | +10.4% | +21.6% |
| 1Y | +34.8% | +22.6% | +12.2% | +28.4% |
| 3Y | +125.5% | +74.7% | +50.8% | +98.9% |
| 5Y | +77.4% | +66.1% | +11.3% | +57.3% |
| 10Y | +155.3% | +225.0% | -69.7% | +103.0% |
| All | +273.4% | +374.2% | -100.8% | +165.8% |
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