+69.5%
ZVOL price history and return analytics
+79.0%
-9.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.6% |
| 7D | +3.2% | +2.9% | +0.3% | -0.8% |
| 30D | -4.4% | -2.5% | -1.9% | -0.8% |
| 3M | +6.8% | -3.3% | +10.2% | +12.0% |
| 6M | +19.5% | +1.5% | +18.0% | +16.0% |
| YTD | +14.6% | +11.4% | +3.2% | -4.0% |
| 1Y | +23.2% | +11.9% | +11.3% | +2.4% |
| 3Y | +20.6% | +73.9% | -53.3% | -49.0% |
| All | +69.5% | +79.0% | -9.5% | -31.0% |
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