-94.8%
ZEPP vs VT
+144.1%
-238.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.1% |
| 7D | +2.3% | -2.3% | +4.6% | +5.0% |
| 30D | -41.7% | -5.0% | -36.8% | -38.2% |
| 3M | -51.6% | -4.9% | -46.7% | -48.8% |
| 6M | -87.5% | -1.5% | -86.0% | -87.1% |
| YTD | -91.6% | +8.5% | -100.1% | -92.2% |
| 1Y | -91.9% | +11.4% | -103.3% | -92.7% |
| 3Y | -51.1% | +70.1% | -121.2% | -71.5% |
| 5Y | -93.4% | +53.7% | -147.2% | -95.7% |
| All | -94.8% | +144.1% | -238.9% | -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