-64.8%
Z vs VT
+66.2%
-131.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | -3.7% | +2.4% | -6.1% | -7.9% |
| 6M | -24.5% | +12.0% | -36.5% | -38.0% |
| YTD | -49.3% | +15.3% | -64.6% | -60.4% |
| 1Y | -58.7% | +22.6% | -81.3% | -71.1% |
| 3Y | -34.1% | +74.7% | -108.8% | -74.7% |
| All | -64.8% | +66.2% | -131.0% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling