-7.9%
VST vs ZYBT
-57.3%
+49.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.5% |
| 7D | +8.9% | -6.9% | +15.8% | +8.9% |
| 30D | +6.2% | -31.8% | +38.0% | +6.3% |
| 3M | -2.7% | +94.0% | -96.7% | -5.1% |
| 6M | -8.4% | +99.0% | -107.4% | -11.2% |
| YTD | -7.2% | +40.0% | -47.2% | -9.4% |
| 1Y | -20.9% | -79.5% | +58.6% | -19.1% |
| All | -7.9% | -57.3% | +49.4% | -6.2% |
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