-89.0%
ZEPP vs VT
+159.5%
-248.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.5% |
| 7D | -4.8% | +0.4% | -5.2% | -5.3% |
| 30D | +5.0% | +1.0% | +4.1% | +3.8% |
| 3M | -25.7% | +2.4% | -28.1% | -27.0% |
| 6M | -75.5% | +12.0% | -87.6% | -78.2% |
| YTD | -82.2% | +15.3% | -97.5% | -84.5% |
| 1Y | -90.5% | +22.6% | -113.1% | -92.2% |
| 3Y | +2.6% | +74.7% | -72.1% | -42.2% |
| 5Y | -88.8% | +66.1% | -154.9% | -93.3% |
| All | -89.0% | +159.5% | -248.5% | -95.2% |
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