-54.2%
ZROZ price history and return analytics
+65.7%
-119.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +0.6% | -0.7% | +1.3% | +0.7% |
| 3M | -5.4% | +4.0% | -9.4% | -6.0% |
| 6M | -10.7% | +12.3% | -23.0% | -12.1% |
| YTD | -6.6% | +14.0% | -20.7% | -8.4% |
| 1Y | -9.2% | +20.3% | -29.5% | -11.6% |
| 3Y | -17.0% | +75.4% | -92.4% | -23.0% |
| 5Y | -54.2% | +66.0% | -120.1% | -59.5% |
| All | -54.2% | +65.7% | -119.9% | -59.5% |
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 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