+256.2%
VTV vs Z
+25.1%
+231.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | +0.5% | -3.0% | +3.5% | +0.8% |
| 30D | +1.1% | -4.2% | +5.3% | +1.4% |
| 3M | +5.9% | -3.7% | +9.6% | +5.9% |
| 6M | +11.6% | -24.5% | +36.1% | +14.6% |
| YTD | +19.8% | -49.3% | +69.1% | +28.3% |
| 1Y | +26.2% | -58.7% | +84.9% | +38.1% |
| 3Y | +68.5% | -34.1% | +102.6% | +70.8% |
| 5Y | +79.9% | -64.5% | +144.4% | +88.2% |
| 10Y | +229.7% | -0.5% | +230.2% | +173.0% |
| All | +256.2% | +25.1% | +231.1% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling