-51.3%
ZJYL vs VT
+86.6%
-138.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.2% | -0.6% | -20.6% | -20.5% |
| 7D | +20.2% | +2.9% | +17.3% | +17.3% |
| 30D | +87.9% | -2.5% | +90.4% | +93.2% |
| 3M | +10.9% | -3.3% | +14.2% | +14.9% |
| 6M | +58.0% | +1.5% | +56.4% | +54.9% |
| YTD | -12.0% | +11.4% | -23.4% | -22.6% |
| 1Y | -27.3% | +11.9% | -39.2% | -36.4% |
| 3Y | -57.6% | +73.9% | -131.5% | -79.5% |
| All | -51.3% | +86.6% | -138.0% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling