-71.7%
ZJYL vs VT
+91.1%
-162.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.6% | +12.0% | +12.1% |
| 7D | +7.1% | -0.1% | +7.3% | +7.3% |
| 30D | -22.9% | -0.7% | -22.3% | -22.4% |
| 3M | -1.7% | +4.0% | -5.7% | -6.7% |
| 6M | -26.0% | +12.3% | -38.3% | -35.8% |
| YTD | -48.9% | +14.0% | -62.9% | -56.2% |
| 1Y | -82.8% | +20.3% | -103.1% | -86.1% |
| 3Y | -78.6% | +75.4% | -154.1% | -89.5% |
| All | -71.7% | +91.1% | -162.8% | -86.7% |
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