+18.7%
ZVOL vs VOO
+78.5%
-59.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | +3.0% | +2.6% | +0.4% | -0.5% |
| 30D | -6.0% | -2.0% | -4.0% | -3.3% |
| 3M | +5.2% | -2.8% | +8.0% | +9.4% |
| 6M | +18.9% | +2.2% | +16.7% | +14.7% |
| YTD | +12.6% | +11.5% | +1.1% | -4.7% |
| 1Y | +24.4% | +13.5% | +10.9% | +2.4% |
| 3Y | +18.7% | +78.1% | -59.4% | -39.8% |
| All | +18.7% | +78.5% | -59.8% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 3y: compounded portfolio wealth divided by compounded VOO 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…
3y analysis · Full analysis span regression · 6 months rolling