-39.3%
VG vs ZYBT
-63.5%
+24.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +1.7% | -6.9% | +8.6% | +1.7% |
| 30D | +16.0% | -31.8% | +47.8% | +16.1% |
| 3M | +9.7% | +94.0% | -84.3% | +6.6% |
| 6M | +29.6% | +99.0% | -69.4% | +25.3% |
| YTD | +112.0% | +40.0% | +72.0% | +104.7% |
| 1Y | +12.8% | -79.5% | +92.3% | +9.3% |
| All | -39.3% | -63.5% | +24.2% | -42.5% |
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 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