+37.2%
ZAP vs VT
+32.7%
+4.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.1% |
| 7D | +3.7% | +2.9% | +0.8% | +1.9% |
| 30D | +0.6% | -2.5% | +3.1% | +2.2% |
| 3M | -2.8% | -3.3% | +0.5% | -0.8% |
| 6M | -5.2% | +1.5% | -6.8% | -6.3% |
| YTD | +11.2% | +11.4% | -0.2% | +3.3% |
| 1Y | +6.0% | +11.9% | -5.9% | -1.8% |
| All | +37.2% | +32.7% | +4.5% | +12.6% |
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 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