-54.2%
ZROZ price history and return analytics
+57.5%
-111.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +7.2% | -3.1% | +10.3% | +7.7% |
| 3M | +0.7% | -3.5% | +4.2% | +1.2% |
| 6M | -5.9% | +0.5% | -6.4% | -6.0% |
| YTD | -6.5% | +10.8% | -17.3% | -8.0% |
| 1Y | -10.6% | +11.9% | -22.5% | -12.1% |
| 3Y | -7.4% | +73.0% | -80.4% | -14.0% |
| 5Y | -54.2% | +58.6% | -112.8% | -60.4% |
| All | -54.2% | +57.5% | -111.8% | -60.4% |
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