-10.1%
Z vs VT
+226.2%
-236.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.3% |
| 7D | -3.3% | -1.6% | -1.7% | -1.1% |
| 30D | +13.0% | -2.5% | +15.5% | +16.9% |
| 3M | -11.8% | -1.3% | -10.5% | -10.2% |
| 6M | -31.6% | +3.1% | -34.7% | -35.3% |
| YTD | -54.6% | +10.9% | -65.5% | -61.7% |
| 1Y | -58.5% | +12.1% | -70.6% | -65.5% |
| 3Y | -17.8% | +73.9% | -91.7% | -64.0% |
| 5Y | -52.7% | +58.0% | -110.7% | -75.1% |
| All | -10.1% | +226.2% | -236.3% | -82.7% |
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