-94.8%
ZH vs VT
+79.2%
-174.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.3% |
| 7D | +3.9% | -0.1% | +4.1% | +3.7% |
| 30D | -23.6% | -3.1% | -20.6% | -19.5% |
| 3M | -19.7% | -3.5% | -16.2% | -14.8% |
| 6M | -19.2% | +0.5% | -19.7% | -21.3% |
| YTD | -19.2% | +10.8% | -30.0% | -34.4% |
| 1Y | -37.4% | +11.9% | -49.2% | -50.2% |
| 3Y | -56.3% | +73.0% | -129.2% | -86.4% |
| 5Y | -94.9% | +58.6% | -153.5% | -97.7% |
| All | -94.8% | +79.2% | -174.0% | -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