-0.9%
Z vs VT
+224.5%
-225.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | +0.4% | -3.4% | -3.6% |
| 30D | -4.2% | +1.0% | -5.2% | -5.5% |
| 3M | -3.7% | +2.4% | -6.1% | -7.5% |
| 6M | -24.5% | +12.0% | -36.5% | -36.8% |
| YTD | -49.3% | +15.3% | -64.6% | -59.5% |
| 1Y | -58.7% | +22.6% | -81.3% | -69.9% |
| 3Y | -34.1% | +74.7% | -108.8% | -71.1% |
| 5Y | -64.5% | +66.1% | -130.7% | -82.7% |
| All | -0.9% | +224.5% | -225.4% | -79.3% |
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