-80.7%
ZENA vs VT
+38.9%
-119.6%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +2.3% |
| 7D | +1.5% | +1.0% | +0.5% | -0.8% |
| 30D | +3.0% | -0.2% | +3.3% | +4.1% |
| 3M | +22.3% | +4.5% | +17.8% | +10.2% |
| 6M | -27.0% | +14.1% | -41.1% | -45.7% |
| YTD | -46.9% | +14.8% | -61.6% | -60.6% |
| 1Y | -64.3% | +21.2% | -85.5% | -76.5% |
| All | -80.7% | +38.9% | -119.6% | -90.3% |
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