-6.7%
VST vs ZYBT
-58.4%
+51.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +5.3% | -3.7% | +9.0% | +5.3% |
| 30D | +5.8% | -12.8% | +18.5% | +5.8% |
| 3M | +3.5% | +76.2% | -72.7% | +1.3% |
| 6M | -7.4% | +109.3% | -116.7% | -10.4% |
| YTD | -6.1% | +36.5% | -42.6% | -8.3% |
| 1Y | -21.6% | -84.0% | +62.4% | -19.4% |
| All | -6.7% | -58.4% | +51.6% | -5.1% |
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