+483.9%
SCZM vs VT
+215.5%
+268.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.5% |
| 7D | +11.1% | -2.3% | +13.4% | +14.6% |
| 30D | -11.0% | -5.0% | -6.1% | -4.7% |
| 3M | -5.6% | -4.9% | -0.8% | +1.4% |
| 6M | -14.0% | -1.5% | -12.4% | -9.7% |
| YTD | -22.2% | +8.5% | -30.6% | -25.3% |
| 1Y | +51.2% | +11.4% | +39.9% | +41.9% |
| 3Y | +1,218.4% | +70.1% | +1,148.3% | +729.6% |
| 5Y | +583.6% | +53.7% | +529.9% | +370.8% |
| All | +483.9% | +215.5% | +268.3% | +145.1% |
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