+13.8%
VRT vs ZYBT
-42.3%
+56.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.2% | -15.1% | -12.9% |
| 7D | -15.4% | -3.5% | -11.9% | -15.4% |
| 30D | -19.0% | +15.1% | -34.1% | -19.0% |
| 3M | -23.8% | +7.0% | -30.9% | -23.9% |
| 6M | -37.9% | +37.7% | -75.6% | -37.2% |
| YTD | +27.0% | +19.1% | +7.8% | +26.1% |
| 1Y | +13.8% | -38.3% | +52.1% | +16.5% |
| All | +13.8% | -42.3% | +56.1% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling