+42.1%
ZTO vs VT
+218.1%
-176.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +0.9% | -1.6% | +2.6% | +2.0% |
| 30D | +3.8% | -2.5% | +6.3% | +5.5% |
| 3M | -17.8% | -1.3% | -16.5% | -17.3% |
| 6M | -19.5% | +3.1% | -22.6% | -21.7% |
| YTD | -1.6% | +10.9% | -12.5% | -9.6% |
| 1Y | +9.3% | +12.1% | -2.8% | -0.4% |
| 3Y | -10.6% | +73.9% | -84.5% | -41.6% |
| 5Y | -22.5% | +58.0% | -80.5% | -46.1% |
| 10Y | +47.2% | +225.5% | -178.3% | -39.3% |
| All | +42.1% | +218.1% | -176.0% | -40.9% |
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