-92.0%
ZVIA vs VT
+65.2%
-157.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -0.5% | -14.4% | -14.3% |
| 7D | -6.8% | -0.1% | -6.7% | -7.9% |
| 30D | -9.9% | -3.1% | -6.9% | -7.6% |
| 3M | -21.6% | -3.5% | -18.1% | -19.1% |
| 6M | -24.8% | +0.5% | -25.3% | -26.9% |
| YTD | -53.0% | +10.8% | -63.8% | -60.2% |
| 1Y | -58.2% | +11.9% | -70.1% | -65.1% |
| 3Y | -42.9% | +73.0% | -115.9% | -73.8% |
| 5Y | -90.8% | +58.6% | -149.4% | -95.2% |
| All | -92.0% | +65.2% | -157.2% | -95.9% |
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 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