-17.5%
ZUMZ vs VT
+345.0%
-362.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | -3.0% |
| 7D | -3.8% | -4.2% | +0.4% | +1.3% |
| 30D | +3.2% | -5.8% | +9.0% | +10.6% |
| 3M | -25.7% | -5.2% | -20.4% | -20.9% |
| 6M | -39.4% | +0.1% | -39.6% | -38.9% |
| YTD | -44.1% | +8.2% | -52.4% | -48.2% |
| 1Y | -34.2% | +10.1% | -44.3% | -40.1% |
| 3Y | -14.0% | +69.7% | -83.6% | -49.9% |
| 5Y | -71.7% | +53.4% | -125.1% | -81.1% |
| 10Y | -37.7% | +219.2% | -256.9% | -80.5% |
| All | -17.5% | +345.0% | -362.5% | -79.7% |
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