+35.2%
ZALT vs VT
+77.1%
-41.9%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.3% | +2.9% | -1.6% | +0.3% |
| 30D | -0.7% | -2.5% | +1.8% | +0.2% |
| 3M | +0.3% | -3.3% | +3.7% | +1.5% |
| 6M | +3.1% | +1.5% | +1.5% | +2.3% |
| YTD | +6.2% | +11.4% | -5.2% | +1.6% |
| 1Y | +7.2% | +11.9% | -4.7% | +2.4% |
| 3Y | +32.8% | +73.9% | -41.0% | +7.1% |
| All | +35.2% | +77.1% | -41.9% | +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