-80.9%
ZENA vs VT
+39.6%
-120.5%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | -1.8% | +0.4% | -2.2% | -2.7% |
| 30D | +20.9% | +1.0% | +19.9% | +19.2% |
| 3M | +10.5% | +2.4% | +8.1% | +5.3% |
| 6M | -36.6% | +12.0% | -48.6% | -50.5% |
| YTD | -47.5% | +15.3% | -62.8% | -61.5% |
| 1Y | -64.4% | +22.6% | -87.0% | -77.2% |
| All | -80.9% | +39.6% | -120.5% | -90.5% |
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