-39.5%
VFC vs ZYBT
-57.8%
+18.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | -4.0% | -2.5% | -1.5% | -4.0% |
| 30D | -14.6% | -1.2% | -13.4% | -14.6% |
| 3M | -23.1% | +76.7% | -99.8% | -23.0% |
| 6M | -25.2% | +103.6% | -128.8% | -25.9% |
| YTD | -29.5% | +38.3% | -67.7% | -29.6% |
| 1Y | -14.4% | -84.7% | +70.3% | -10.9% |
| All | -39.5% | -57.8% | +18.3% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling