+209.6%
ZD vs VT
+345.0%
-135.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -0.6% |
| 7D | -3.0% | -4.2% | +1.2% | +1.0% |
| 30D | -0.9% | -5.8% | +4.9% | +4.8% |
| 3M | +3.0% | -5.2% | +8.2% | +8.2% |
| 6M | +18.5% | +0.1% | +18.3% | +17.8% |
| YTD | +54.4% | +8.2% | +46.2% | +41.6% |
| 1Y | +62.6% | +10.1% | +52.5% | +46.7% |
| 3Y | -12.5% | +69.7% | -82.1% | -46.2% |
| 5Y | -57.3% | +53.4% | -110.7% | -70.8% |
| 10Y | -2.8% | +219.2% | -222.0% | -64.8% |
| All | +209.6% | +345.0% | -135.4% | -16.4% |
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