+68.5%
ZBH vs VT
+374.2%
-305.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -2.8% | +0.4% | -3.3% | -3.2% |
| 30D | -0.1% | +1.0% | -1.1% | -0.9% |
| 3M | +13.4% | +2.4% | +11.0% | +10.9% |
| 6M | +3.0% | +12.0% | -9.0% | -6.2% |
| YTD | +9.7% | +15.3% | -5.7% | -2.5% |
| 1Y | -5.4% | +22.6% | -28.0% | -19.9% |
| 3Y | -15.6% | +74.7% | -90.2% | -46.4% |
| 5Y | -28.1% | +66.1% | -94.3% | -52.7% |
| 10Y | -15.2% | +225.0% | -240.2% | -65.9% |
| All | +68.5% | +374.2% | -305.6% | -56.4% |
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