+848.2%
ZBRA vs VT
+346.0%
+502.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -10.9% | -2.3% | -8.5% | -8.6% |
| 30D | -16.6% | -5.0% | -11.6% | -11.8% |
| 3M | -11.6% | -4.9% | -6.7% | -6.6% |
| 6M | +40.2% | -1.5% | +41.7% | +43.2% |
| YTD | +32.6% | +8.5% | +24.1% | +22.2% |
| 1Y | +24.7% | +11.4% | +13.3% | +11.8% |
| 3Y | +56.3% | +70.1% | -13.8% | -7.5% |
| 5Y | -47.0% | +53.7% | -100.7% | -64.0% |
| 10Y | +411.4% | +220.0% | +191.4% | +84.3% |
| All | +848.2% | +346.0% | +502.2% | +160.4% |
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