+10.1%
VT vs Z
-58.6%
+68.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.6% | +6.6% | -3.2% |
| 7D | -4.2% | -2.3% | -1.9% | -3.9% |
| 30D | -5.8% | +9.4% | -15.1% | -6.4% |
| 3M | -5.2% | -16.1% | +10.8% | -4.1% |
| 6M | +0.1% | -30.4% | +30.6% | +3.2% |
| YTD | +8.2% | -55.6% | +63.8% | +15.2% |
| 1Y | +10.1% | -58.5% | +68.6% | +17.9% |
| All | +10.1% | -58.6% | +68.7% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling