-11.2%
ZG vs VT
+223.7%
-234.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | -0.9% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | +4.7% | -2.6% | +7.3% | +9.2% |
| 3M | -7.9% | -3.2% | -4.6% | -2.9% |
| 6M | -25.4% | +0.9% | -26.4% | -26.9% |
| YTD | -54.2% | +11.3% | -65.5% | -61.5% |
| 1Y | -55.8% | +14.0% | -69.8% | -64.2% |
| 3Y | -11.1% | +75.8% | -87.0% | -62.4% |
| 5Y | -53.0% | +57.8% | -110.9% | -75.5% |
| 10Y | -11.2% | +219.8% | -231.0% | -83.3% |
| All | -11.2% | +223.7% | -234.9% | -83.3% |
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