-82.9%
ZURA vs VT
+86.5%
-169.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -69.7% | +2.6% | -72.3% | -71.8% |
| 7D | -68.5% | +0.4% | -68.9% | -70.0% |
| 30D | -69.0% | -2.6% | -66.4% | -69.4% |
| 3M | -79.2% | -3.2% | -76.0% | -79.4% |
| 6M | -74.1% | +0.9% | -75.1% | -75.3% |
| YTD | -76.3% | +11.3% | -87.6% | -79.4% |
| 1Y | -66.2% | +14.0% | -80.2% | -71.1% |
| 3Y | -71.0% | +75.8% | -146.8% | -66.1% |
| All | -82.9% | +86.5% | -169.4% | -19.8% |
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