-14.4%
ZD vs VT
+221.8%
-236.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | +3.8% | +2.4% | +1.4% | +1.2% |
| 30D | -10.3% | -1.5% | -8.8% | -8.9% |
| 3M | -7.9% | -4.1% | -3.8% | -3.9% |
| 6M | +27.0% | +0.6% | +26.5% | +25.7% |
| YTD | +46.5% | +11.0% | +35.4% | +28.8% |
| 1Y | +66.4% | +13.3% | +53.0% | +43.0% |
| 3Y | -13.8% | +73.4% | -87.2% | -52.2% |
| 5Y | -59.9% | +57.4% | -117.3% | -75.2% |
| All | -14.4% | +221.8% | -236.2% | -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