-84.6%
ZVRA vs VT
+222.7%
-307.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.5% |
| 7D | -2.1% | -0.1% | -2.0% | -2.0% |
| 30D | +4.9% | -0.7% | +5.5% | +5.5% |
| 3M | -11.9% | +4.0% | -15.9% | -15.1% |
| 6M | +32.0% | +12.3% | +19.7% | +19.4% |
| YTD | +34.4% | +14.0% | +20.3% | +19.8% |
| 1Y | +46.7% | +20.3% | +26.3% | +24.8% |
| 3Y | +128.9% | +75.4% | +53.5% | +39.7% |
| 5Y | +30.4% | +66.0% | -35.5% | -15.6% |
| 10Y | -84.6% | +228.2% | -312.8% | -95.0% |
| All | -84.6% | +222.7% | -307.3% | -95.0% |
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