-97.9%
ZEO vs VT
+56.0%
-153.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -4.1% | -12.2% | -13.7% |
| 7D | -21.3% | -4.2% | -17.1% | -18.8% |
| 30D | -27.0% | -5.8% | -21.2% | -23.9% |
| 3M | -63.6% | -5.2% | -58.4% | -62.0% |
| 6M | -78.9% | +0.1% | -79.0% | -78.4% |
| YTD | -80.6% | +8.2% | -88.9% | -80.8% |
| 1Y | -86.5% | +10.1% | -96.6% | -86.7% |
| 3Y | -98.1% | +69.7% | -167.8% | -98.2% |
| All | -97.9% | +56.0% | -153.8% | -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