-83.1%
ZTEK vs VT
+65.1%
-148.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.2% |
| 7D | +11.6% | -0.1% | +11.8% | +11.9% |
| 30D | +14.3% | +3.3% | +11.0% | +11.8% |
| 3M | +11.0% | +4.0% | +7.0% | +7.3% |
| 6M | -18.3% | +12.3% | -30.6% | -25.1% |
| YTD | -17.1% | +14.0% | -31.2% | -25.1% |
| 1Y | -40.1% | +20.3% | -60.4% | -48.1% |
| 3Y | -60.7% | +75.4% | -136.2% | -76.0% |
| All | -83.1% | +65.1% | -148.2% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling