-13.0%
ZG vs VT
+221.8%
-234.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.9% |
| 7D | -0.8% | +2.4% | -3.2% | -4.2% |
| 30D | +2.9% | -1.5% | +4.4% | +5.5% |
| 3M | -16.9% | -4.1% | -12.8% | -11.2% |
| 6M | -22.6% | +0.6% | -23.1% | -23.6% |
| YTD | -55.9% | +11.0% | -66.9% | -62.7% |
| 1Y | -56.2% | +13.3% | -69.5% | -64.1% |
| 3Y | -12.8% | +73.4% | -86.2% | -62.3% |
| 5Y | -52.9% | +57.4% | -110.3% | -75.4% |
| All | -13.0% | +221.8% | -234.7% | -84.1% |
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