+68.2%
ZVOL vs VOO
+94.1%
-25.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.3% |
| 7D | +1.1% | +0.5% | +0.6% | +0.4% |
| 30D | +7.2% | -0.9% | +8.2% | +8.7% |
| 3M | +14.9% | +3.9% | +11.0% | +8.4% |
| 6M | +24.1% | +14.5% | +9.6% | +0.6% |
| YTD | +13.7% | +13.0% | +0.7% | -5.9% |
| 1Y | +20.5% | +19.4% | +1.1% | -8.6% |
| 3Y | +22.0% | +78.9% | -56.9% | -49.4% |
| All | +68.2% | +94.1% | -25.9% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling