-94.8%
ZH vs VT
+79.6%
-174.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +1.3% |
| 7D | -3.3% | +2.4% | -5.6% | -7.3% |
| 30D | -21.1% | -1.5% | -19.6% | -19.1% |
| 3M | -16.6% | -4.1% | -12.5% | -10.4% |
| 6M | -17.9% | +0.6% | -18.5% | -20.1% |
| YTD | -18.9% | +11.0% | -29.9% | -34.4% |
| 1Y | -34.8% | +13.3% | -48.2% | -49.4% |
| 3Y | -55.7% | +73.4% | -129.1% | -86.2% |
| 5Y | -95.2% | +57.4% | -152.7% | -97.8% |
| All | -94.8% | +79.6% | -174.4% | -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