+377.4%
VT vs ZBRA
+932.0%
-554.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | +0.4% | +1.8% | -1.3% | -0.1% |
| 30D | +1.0% | -1.7% | +2.7% | +1.4% |
| 3M | +2.4% | +47.8% | -45.4% | -11.4% |
| 6M | +12.0% | +56.7% | -44.7% | -5.6% |
| YTD | +15.3% | +49.4% | -34.0% | -2.0% |
| 1Y | +22.6% | +16.5% | +6.0% | +12.3% |
| 3Y | +74.7% | +31.5% | +43.2% | +46.7% |
| 5Y | +66.1% | -38.6% | +104.7% | +74.8% |
| 10Y | +225.0% | +421.0% | -196.0% | +39.0% |
| All | +377.4% | +932.0% | -554.5% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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