-82.7%
ZENA price history and return analytics
+38.1%
-120.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -5.2% |
| 7D | -9.5% | -1.1% | -8.4% | -7.2% |
| 30D | -20.0% | -1.0% | -19.0% | -17.8% |
| 3M | -0.7% | +3.2% | -3.8% | -7.3% |
| 6M | -34.5% | +12.5% | -47.0% | -49.6% |
| YTD | -52.5% | +14.1% | -66.6% | -64.2% |
| 1Y | -69.0% | +18.9% | -87.9% | -78.7% |
| All | -82.7% | +38.1% | -120.8% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling