-46.6%
VG vs Z
-63.2%
+16.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +5.4% |
| 7D | +5.5% | -13.1% | +18.6% | +6.5% |
| 30D | -3.6% | +5.9% | -9.4% | -5.0% |
| 3M | -4.0% | -13.7% | +9.7% | -3.1% |
| 6M | +9.4% | -27.1% | +36.5% | +15.8% |
| YTD | +86.6% | -56.8% | +143.4% | +146.7% |
| 1Y | +69.5% | -60.2% | +129.7% | +133.7% |
| All | -46.6% | -63.2% | +16.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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