-38.9%
ZUMZ vs VT
+223.7%
-262.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +1.1% |
| 7D | -2.1% | +0.4% | -2.4% | -2.2% |
| 30D | +1.2% | -2.6% | +3.8% | +4.9% |
| 3M | -27.1% | -3.2% | -23.9% | -23.9% |
| 6M | -41.5% | +0.9% | -42.5% | -41.7% |
| YTD | -43.7% | +11.3% | -55.0% | -50.2% |
| 1Y | -32.5% | +14.0% | -46.5% | -41.9% |
| 3Y | -4.4% | +75.8% | -80.3% | -50.0% |
| 5Y | -72.2% | +57.8% | -130.0% | -83.3% |
| 10Y | -38.9% | +219.8% | -258.7% | -79.3% |
| All | -38.9% | +223.7% | -262.6% | -79.3% |
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