-94.6%
ZEPP vs VT
+150.4%
-245.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +1.4% |
| 7D | +5.4% | +0.4% | +5.0% | +4.9% |
| 30D | -36.8% | -2.6% | -34.2% | -34.9% |
| 3M | -50.5% | -3.2% | -47.3% | -48.7% |
| 6M | -81.0% | +0.9% | -81.9% | -81.0% |
| YTD | -91.3% | +11.3% | -102.6% | -92.1% |
| 1Y | -91.4% | +14.0% | -105.4% | -92.4% |
| 3Y | -49.4% | +75.8% | -125.2% | -71.6% |
| 5Y | -92.8% | +57.8% | -150.7% | -95.5% |
| All | -94.6% | +150.4% | -245.0% | -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