+447.7%
ZWS vs VT
+215.5%
+232.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.2% |
| 7D | -3.0% | -2.3% | -0.7% | -0.1% |
| 30D | -6.5% | -5.0% | -1.5% | -0.4% |
| 3M | -16.0% | -4.9% | -11.1% | -10.6% |
| 6M | -14.6% | -1.5% | -13.1% | -13.6% |
| YTD | -5.9% | +8.5% | -14.3% | -16.4% |
| 1Y | -7.9% | +11.4% | -19.3% | -21.0% |
| 3Y | +57.2% | +70.1% | -12.8% | -24.5% |
| 5Y | +27.3% | +53.7% | -26.4% | -28.7% |
| All | +447.7% | +215.5% | +232.2% | +15.6% |
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