-90.6%
ZVIA vs VT
+66.0%
-156.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +2.6% | -16.7% | -17.2% |
| 7D | +14.3% | +0.4% | +13.9% | +12.2% |
| 30D | +5.8% | -2.6% | +8.4% | +7.8% |
| 3M | -11.1% | -3.2% | -7.9% | -8.7% |
| 6M | -11.7% | +0.9% | -12.7% | -14.7% |
| YTD | -44.8% | +11.3% | -56.1% | -53.5% |
| 1Y | -52.1% | +14.0% | -66.1% | -61.0% |
| 3Y | -35.0% | +75.8% | -110.9% | -70.8% |
| 5Y | -89.2% | +57.8% | -147.1% | -94.4% |
| All | -90.6% | +66.0% | -156.6% | -95.2% |
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 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