+219.2%
VT vs ZBH
+17.3%
+201.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | -0.1% | +10.6% | -10.7% | -3.3% |
| 30D | -3.1% | +20.4% | -23.5% | -8.7% |
| 3M | -3.5% | +10.0% | -13.5% | -6.7% |
| 6M | +0.5% | +31.0% | -30.6% | -8.7% |
| YTD | +10.8% | +20.3% | -9.5% | +2.9% |
| 1Y | +11.9% | +22.2% | -10.4% | +3.3% |
| 3Y | +73.0% | +4.7% | +68.2% | +63.6% |
| 5Y | +58.6% | -13.7% | +72.3% | +58.7% |
| 10Y | +219.2% | +19.3% | +199.9% | +178.0% |
| All | +219.2% | +17.3% | +201.9% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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