-98.0%
ZDAI vs VT
+37.2%
-135.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.8% |
| 7D | +18.8% | -2.3% | +21.1% | +20.5% |
| 30D | -5.0% | -5.0% | 0.0% | -1.2% |
| 3M | -23.1% | -4.9% | -18.2% | -20.0% |
| 6M | -39.0% | -1.5% | -37.4% | -38.2% |
| YTD | -59.3% | +8.5% | -67.7% | -61.5% |
| 1Y | -80.3% | +11.4% | -91.7% | -81.8% |
| All | -98.0% | +37.2% | -135.2% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling