-92.8%
ZNTL vs VT
+190.7%
-283.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.6% | -10.5% | -10.1% |
| 7D | -1.8% | +2.9% | -4.6% | -6.3% |
| 30D | -30.0% | -2.5% | -27.5% | -27.1% |
| 3M | -60.8% | -3.3% | -57.5% | -58.5% |
| 6M | -60.7% | +1.5% | -62.3% | -61.9% |
| YTD | +24.4% | +11.4% | +13.1% | +4.4% |
| 1Y | +25.4% | +11.9% | +13.5% | +4.4% |
| 3Y | -82.9% | +73.9% | -156.8% | -92.7% |
| 5Y | -97.8% | +57.9% | -155.7% | -98.9% |
| All | -92.8% | +190.7% | -283.5% | -97.9% |
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