-98.4%
ZSQR vs VT
+92.3%
-190.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.8% |
| 7D | +3.9% | -2.0% | +5.9% | +5.1% |
| 30D | -18.3% | -1.4% | -16.9% | -17.6% |
| 3M | -69.6% | +4.7% | -74.3% | -70.2% |
| 6M | -75.0% | +11.4% | -86.3% | -76.2% |
| YTD | -77.8% | +13.1% | -90.9% | -79.0% |
| 1Y | -74.7% | +19.0% | -93.8% | -76.6% |
| 3Y | -84.8% | +73.9% | -158.8% | -87.4% |
| 5Y | -98.4% | +65.4% | -163.8% | -98.7% |
| All | -98.4% | +92.3% | -190.7% | -98.8% |
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