-35.7%
VG vs ZYBT
-64.4%
+28.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.8% |
| 7D | +3.8% | -3.7% | +7.5% | +3.8% |
| 30D | +7.2% | -12.8% | +20.0% | +7.3% |
| 3M | +22.8% | +76.2% | -53.4% | +19.2% |
| 6M | +33.2% | +109.3% | -76.1% | +28.8% |
| YTD | +124.8% | +36.5% | +88.3% | +117.1% |
| 1Y | +15.8% | -84.0% | +99.8% | +12.4% |
| All | -35.7% | -64.4% | +28.8% | -39.0% |
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