-94.7%
ZH vs VT
+81.2%
-175.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +0.6% |
| 7D | +0.4% | -0.7% | +1.1% | +1.1% |
| 30D | -20.7% | -1.7% | -19.0% | -18.3% |
| 3M | -17.6% | -2.3% | -15.3% | -14.4% |
| 6M | -17.1% | +1.5% | -18.6% | -20.7% |
| YTD | -17.1% | +12.0% | -29.1% | -33.9% |
| 1Y | -35.7% | +12.9% | -48.6% | -49.7% |
| 3Y | -55.1% | +74.9% | -130.1% | -86.3% |
| 5Y | -95.2% | +59.9% | -155.1% | -97.8% |
| All | -94.7% | +81.2% | -175.9% | -98.4% |
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