-13.7%
ZD vs VT
+224.4%
-238.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | -0.5% |
| 7D | -9.3% | -0.7% | -8.6% | -8.7% |
| 30D | -10.6% | -1.7% | -8.8% | -9.0% |
| 3M | -3.8% | -2.3% | -1.5% | -1.5% |
| 6M | +22.9% | +1.5% | +21.3% | +20.4% |
| YTD | +46.5% | +12.0% | +34.4% | +27.5% |
| 1Y | +59.5% | +12.9% | +46.7% | +37.9% |
| 3Y | -15.3% | +74.9% | -90.2% | -53.4% |
| 5Y | -61.2% | +59.9% | -121.1% | -76.4% |
| 10Y | -13.7% | +224.6% | -238.3% | -74.2% |
| All | -13.7% | +224.4% | -238.1% | -74.2% |
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