-82.2%
ZENA price history and return analytics
+36.8%
-119.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -0.5% |
| 7D | -7.6% | -2.0% | -5.7% | -3.3% |
| 30D | -13.7% | -1.4% | -12.3% | -10.3% |
| 3M | +2.6% | +4.7% | -2.1% | -7.7% |
| 6M | -32.6% | +11.4% | -44.0% | -46.9% |
| YTD | -50.9% | +13.1% | -64.0% | -62.3% |
| 1Y | -66.1% | +19.0% | -85.1% | -76.7% |
| All | -82.2% | +36.8% | -119.0% | -90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling