-36.4%
VFC vs ZYBT
-58.9%
+22.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +4.4% |
| 7D | -1.4% | -3.7% | +2.3% | -1.4% |
| 30D | -9.0% | 0.0% | -9.0% | -9.0% |
| 3M | -24.2% | +72.2% | -96.4% | -24.1% |
| 6M | -18.5% | +103.1% | -121.6% | -19.3% |
| YTD | -25.9% | +34.8% | -60.7% | -26.0% |
| 1Y | -13.0% | -83.2% | +70.2% | -9.7% |
| All | -36.4% | -58.9% | +22.4% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 5y: compounded portfolio wealth divided by compounded ZYBT 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…
5y analysis · Full analysis span regression · 6 months rolling