+72.0%
ZVOL vs VT
+80.2%
-8.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.1% |
| 7D | -2.0% | -0.7% | -1.3% | -0.9% |
| 30D | -2.8% | -1.7% | -1.0% | -0.2% |
| 3M | +9.4% | -2.3% | +11.7% | +13.0% |
| 6M | +22.4% | +1.5% | +20.9% | +18.8% |
| YTD | +16.2% | +12.0% | +4.2% | -3.5% |
| 1Y | +24.6% | +12.9% | +11.7% | +2.3% |
| 3Y | +22.3% | +74.9% | -52.6% | -48.7% |
| All | +72.0% | +80.2% | -8.2% | -30.6% |
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