+34.9%
ZALT vs VT
+76.2%
-41.3%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.1% | -0.1% | +0.1% | -0.1% |
| 30D | -0.8% | -3.1% | +2.3% | +0.3% |
| 3M | +0.2% | -3.5% | +3.7% | +1.4% |
| 6M | +2.9% | +0.5% | +2.4% | +2.5% |
| YTD | +5.9% | +10.8% | -4.9% | +1.5% |
| 1Y | +6.9% | +11.9% | -5.0% | +2.1% |
| 3Y | +32.5% | +73.0% | -40.4% | +7.0% |
| All | +34.9% | +76.2% | -41.3% | +8.0% |
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 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