+81.2%
ZTR vs VT
+221.4%
-140.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -1.3% | +1.0% | -2.3% | -2.1% |
| 30D | -0.7% | -0.2% | -0.4% | -0.5% |
| 3M | +3.2% | +4.5% | -1.3% | -0.4% |
| 6M | +2.6% | +14.1% | -11.5% | -7.7% |
| YTD | +12.8% | +14.8% | -2.0% | +0.8% |
| 1Y | +17.8% | +21.2% | -3.4% | +0.8% |
| 3Y | +73.8% | +76.6% | -2.8% | +8.5% |
| 5Y | +20.3% | +66.6% | -46.3% | -22.2% |
| 10Y | +81.2% | +222.3% | -141.1% | -32.2% |
| All | +81.2% | +221.4% | -140.3% | -32.2% |
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