+474.2%
SCZM vs VT
+217.6%
+256.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -6.0% | -5.8% |
| 7D | +11.8% | -0.1% | +12.0% | +12.5% |
| 30D | -16.9% | -3.1% | -13.8% | -13.0% |
| 3M | -15.7% | -3.5% | -12.2% | -10.8% |
| 6M | -16.2% | +0.5% | -16.6% | -14.0% |
| YTD | -21.6% | +10.8% | -32.4% | -26.6% |
| 1Y | +38.1% | +11.9% | +26.2% | +28.7% |
| 3Y | +1,351.3% | +73.0% | +1,278.3% | +795.1% |
| 5Y | +588.2% | +58.6% | +529.6% | +359.0% |
| 10Y | +474.2% | +219.2% | +255.0% | +134.7% |
| All | +474.2% | +217.6% | +256.5% | +134.7% |
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 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