-94.9%
ZVRA vs VT
+212.0%
-307.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -0.3% | -18.3% | -18.4% |
| 7D | -21.7% | +2.4% | -24.0% | -23.2% |
| 30D | -11.2% | -1.5% | -9.7% | -9.7% |
| 3M | -18.8% | -4.1% | -14.7% | -15.3% |
| 6M | -18.3% | +0.6% | -18.9% | -18.7% |
| YTD | +1.3% | +11.0% | -9.7% | -7.9% |
| 1Y | -1.6% | +13.3% | -15.0% | -12.4% |
| 3Y | +119.3% | +73.4% | +45.9% | +30.7% |
| 5Y | -0.4% | +57.4% | -57.9% | -34.3% |
| 10Y | -86.0% | +221.7% | -307.7% | -95.8% |
| All | -94.9% | +212.0% | -307.0% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling