-51.4%
VG vs Z
-62.1%
+10.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.6% | +6.6% | -3.2% |
| 7D | -22.0% | -2.3% | -19.7% | -22.0% |
| 30D | -14.7% | +9.4% | -24.1% | -16.2% |
| 3M | -7.1% | -16.1% | +9.0% | -5.5% |
| 6M | -11.2% | -30.4% | +19.3% | -3.8% |
| YTD | +69.8% | -55.6% | +125.4% | +124.1% |
| 1Y | +49.9% | -58.5% | +108.4% | +104.2% |
| All | -51.4% | -62.1% | +10.7% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling