+97.1%
VRT vs ZYBT
-58.9%
+156.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +3.6% |
| 7D | -8.4% | -3.7% | -4.6% | -8.4% |
| 30D | -10.9% | 0.0% | -10.9% | -10.9% |
| 3M | -13.7% | +72.2% | -85.9% | -14.7% |
| 6M | -4.1% | +103.1% | -107.3% | -7.3% |
| YTD | +58.7% | +34.8% | +24.0% | +56.2% |
| 1Y | +89.6% | -83.2% | +172.8% | +102.0% |
| All | +97.1% | -58.9% | +156.0% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling