-41.3%
ZROZ price history and return analytics
+226.9%
-268.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.8% |
| 7D | -2.1% | -2.0% | -0.1% | -2.4% |
| 30D | -1.4% | -1.4% | 0.0% | -1.6% |
| 3M | -6.5% | +4.7% | -11.2% | -5.8% |
| 6M | -10.3% | +11.4% | -21.7% | -8.8% |
| YTD | -8.2% | +13.1% | -21.3% | -6.4% |
| 1Y | -11.5% | +19.0% | -30.6% | -9.0% |
| 3Y | -18.3% | +73.9% | -92.3% | -9.3% |
| 5Y | -54.4% | +65.4% | -119.8% | -50.5% |
| All | -41.3% | +226.9% | -268.2% | -19.5% |
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