+53.4%
VZLA vs VT
+66.4%
-13.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +2.0% |
| 7D | +14.8% | +0.4% | +14.4% | +14.2% |
| 30D | -1.4% | -2.6% | +1.2% | +3.2% |
| 3M | -6.4% | -3.2% | -3.2% | -0.7% |
| 6M | -1.7% | +0.9% | -2.6% | -0.6% |
| YTD | -36.0% | +11.3% | -47.3% | -43.2% |
| 1Y | -10.7% | +14.0% | -24.7% | -22.9% |
| 3Y | +253.5% | +75.8% | +177.7% | +76.1% |
| All | +53.4% | +66.4% | -13.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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