-64.0%
ZENA vs VT
+23.4%
-87.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +1.4% |
| 7D | -9.6% | +0.1% | -9.7% | -9.7% |
| 30D | +25.9% | +0.8% | +25.1% | +24.6% |
| 3M | +12.6% | +2.8% | +9.8% | +7.3% |
| 6M | -36.3% | +13.0% | -49.3% | -50.4% |
| YTD | -46.9% | +15.4% | -62.2% | -60.7% |
| All | -64.0% | +23.4% | -87.3% | -77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling