-14.0%
Z vs VT
+214.8%
-228.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.1% | -6.6% | -4.6% |
| 7D | -2.3% | -4.2% | +1.9% | +4.6% |
| 30D | +9.4% | -5.8% | +15.1% | +19.7% |
| 3M | -16.1% | -5.2% | -10.8% | -8.8% |
| 6M | -30.4% | +0.1% | -30.6% | -31.0% |
| YTD | -55.6% | +8.2% | -63.8% | -60.9% |
| 1Y | -58.5% | +10.1% | -68.6% | -64.4% |
| 3Y | -19.6% | +69.7% | -89.3% | -63.3% |
| 5Y | -54.1% | +53.4% | -107.5% | -74.7% |
| All | -14.0% | +214.8% | -228.8% | -82.8% |
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