-100.0%
ZSL vs VT
+674.2%
-774.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.7% | -12.2% | -8.7% |
| 7D | +5.5% | -0.3% | +5.8% | +5.6% |
| 30D | +31.0% | -1.4% | +32.4% | +30.1% |
| 3M | +20.3% | -1.4% | +21.7% | +20.4% |
| 6M | +53.7% | +5.5% | +48.3% | +69.3% |
| YTD | -33.7% | +12.8% | -46.5% | -18.8% |
| 1Y | -75.2% | +15.4% | -90.6% | -68.8% |
| 3Y | -95.5% | +76.9% | -172.3% | -91.0% |
| 5Y | -96.6% | +60.4% | -157.0% | -93.4% |
| 10Y | -99.3% | +232.8% | -332.0% | -96.9% |
| All | -100.0% | +674.2% | -774.2% | -99.9% |
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 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