-99.9%
ZSTK vs VT
+68.0%
-168.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | +2.3% |
| 7D | -12.3% | -4.2% | -8.1% | -5.3% |
| 30D | -45.9% | -5.8% | -40.1% | -39.6% |
| 3M | +38.2% | -5.2% | +43.4% | +51.9% |
| 6M | -49.6% | +0.1% | -49.7% | -50.4% |
| YTD | -58.9% | +8.2% | -67.2% | -64.8% |
| 1Y | -72.9% | +10.1% | -83.1% | -77.3% |
| 3Y | -92.8% | +69.7% | -162.5% | -97.4% |
| 5Y | -99.9% | +53.4% | -153.3% | -100.0% |
| All | -99.9% | +68.0% | -168.0% | -100.0% |
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