-10.1%
ZTO vs VT
+75.0%
-85.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.6% | +0.4% | -3.0% | -2.8% |
| 30D | -11.6% | +1.0% | -12.5% | -12.1% |
| 3M | -6.9% | +2.4% | -9.3% | -8.3% |
| 6M | -6.7% | +12.0% | -18.7% | -13.1% |
| YTD | +1.9% | +15.3% | -13.4% | -6.9% |
| 1Y | +17.0% | +22.6% | -5.6% | +2.6% |
| All | -10.1% | +75.0% | -85.1% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling