+213.0%
VT vs Z
-12.8%
+225.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.6% | +6.6% | -2.5% |
| 7D | -4.2% | -2.3% | -1.9% | -3.9% |
| 30D | -5.8% | +9.4% | -15.1% | -7.4% |
| 3M | -5.2% | -16.1% | +10.8% | -3.4% |
| 6M | +0.1% | -30.4% | +30.6% | +4.7% |
| YTD | +8.2% | -55.6% | +63.8% | +20.5% |
| 1Y | +10.1% | -58.5% | +68.6% | +23.7% |
| 3Y | +69.7% | -19.6% | +89.3% | +66.9% |
| 5Y | +53.4% | -54.1% | +107.5% | +57.8% |
| All | +213.0% | -12.8% | +225.8% | +165.0% |
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