+262.7%
VTV vs Z
+7.8%
+254.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.2% |
| 7D | +2.9% | +0.8% | +2.1% | +2.8% |
| 30D | +3.8% | +5.2% | -1.4% | +2.9% |
| 3M | +1.6% | -17.0% | +18.6% | +3.2% |
| 6M | +11.2% | -22.7% | +33.9% | +13.6% |
| YTD | +22.0% | -56.3% | +78.3% | +32.4% |
| 1Y | +24.9% | -57.7% | +82.5% | +35.8% |
| 3Y | +78.5% | -16.5% | +95.0% | +75.4% |
| 5Y | +77.8% | -53.4% | +131.2% | +80.8% |
| 10Y | +231.1% | -15.9% | +247.0% | +178.6% |
| All | +262.7% | +7.8% | +254.9% | +190.5% |
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