+72.0%
ZVOL vs VOO
+93.0%
-21.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | -0.1% |
| 7D | -2.0% | -0.9% | -1.1% | -0.6% |
| 30D | -2.8% | -2.3% | -0.4% | +0.6% |
| 3M | +9.4% | -1.2% | +10.6% | +11.2% |
| 6M | +22.4% | +3.3% | +19.1% | +16.0% |
| YTD | +16.2% | +12.3% | +3.9% | -3.0% |
| 1Y | +24.6% | +12.5% | +12.1% | +3.7% |
| 3Y | +22.3% | +79.2% | -56.9% | -49.2% |
| All | +72.0% | +93.0% | -21.0% | -34.7% |
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