+24.7%
Z vs VT
+230.6%
-205.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | +0.4% | -3.4% | -3.5% |
| 30D | -4.2% | +1.0% | -5.2% | -5.4% |
| 3M | -3.7% | +2.4% | -6.1% | -7.4% |
| 6M | -24.5% | +12.0% | -36.5% | -36.4% |
| YTD | -49.3% | +15.3% | -64.6% | -59.1% |
| 1Y | -58.7% | +22.6% | -81.3% | -69.5% |
| 3Y | -34.1% | +74.7% | -108.8% | -70.0% |
| 5Y | -64.5% | +66.1% | -130.7% | -82.1% |
| 10Y | -0.5% | +225.0% | -225.5% | -76.0% |
| All | +24.7% | +230.6% | -205.9% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling