+116.2%
ZYME vs VT
+194.1%
-77.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.2% |
| 7D | -5.3% | +1.0% | -6.3% | -6.2% |
| 30D | +19.4% | -0.2% | +19.6% | +19.7% |
| 3M | +17.5% | +4.5% | +12.9% | +11.9% |
| 6M | +16.7% | +14.1% | +2.7% | +1.7% |
| YTD | +6.8% | +14.8% | -8.0% | -7.9% |
| 1Y | +85.1% | +21.2% | +63.9% | +50.5% |
| 3Y | +294.8% | +76.6% | +218.2% | +117.9% |
| 5Y | -12.1% | +66.6% | -78.7% | -47.9% |
| All | +116.2% | +194.1% | -77.9% | -22.2% |
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