+33.0%
ZROZ price history and return analytics
+443.1%
-410.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.4% |
| 30D | +7.2% | -3.1% | +10.3% | +6.0% |
| 3M | +0.7% | -3.5% | +4.2% | -0.6% |
| 6M | -5.9% | +0.5% | -6.4% | -5.7% |
| YTD | -6.5% | +10.8% | -17.3% | -2.7% |
| 1Y | -10.6% | +11.9% | -22.5% | -6.5% |
| 3Y | -7.4% | +73.0% | -80.4% | +16.9% |
| 5Y | -54.2% | +58.6% | -112.8% | -45.0% |
| 10Y | -30.2% | +219.2% | -249.4% | +36.1% |
| All | +33.0% | +443.1% | -410.2% | +317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling