-94.5%
ZEPP vs VT
+152.1%
-246.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.8% |
| 7D | +4.4% | -0.7% | +5.1% | +5.2% |
| 30D | -34.1% | -1.7% | -32.3% | -32.8% |
| 3M | -53.8% | -2.3% | -51.5% | -52.6% |
| 6M | -78.9% | +1.5% | -80.4% | -79.0% |
| YTD | -91.2% | +12.0% | -103.2% | -92.1% |
| 1Y | -90.9% | +12.9% | -103.8% | -91.9% |
| 3Y | -48.7% | +74.9% | -123.7% | -71.1% |
| 5Y | -93.2% | +59.9% | -153.1% | -95.8% |
| All | -94.5% | +152.1% | -246.6% | -97.6% |
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