+222.7%
VT vs Z
-19.3%
+242.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +2.9% | -4.9% | +7.8% | +3.6% |
| 30D | -2.5% | +3.0% | -5.5% | -3.3% |
| 3M | -3.3% | -13.4% | +10.1% | -1.9% |
| 6M | +1.5% | -27.3% | +28.9% | +5.4% |
| YTD | +11.4% | -57.8% | +69.1% | +24.9% |
| 1Y | +11.9% | -60.0% | +71.9% | +26.4% |
| 3Y | +73.9% | -21.5% | +95.4% | +71.6% |
| 5Y | +57.9% | -55.0% | +112.9% | +62.9% |
| All | +222.7% | -19.3% | +242.0% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling