+75.4%
IVV vs ZTS
-51.2%
+126.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.8% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | -5.4% | +11.7% | -17.1% | -6.9% |
| 3M | -4.1% | +3.5% | -7.5% | -4.6% |
| 6M | +0.7% | -27.6% | +28.4% | +5.9% |
| YTD | +8.7% | -35.5% | +44.2% | +17.0% |
| 1Y | +11.0% | -32.1% | +43.1% | +18.0% |
| 3Y | +75.4% | -49.1% | +124.5% | +98.5% |
| All | +75.4% | -51.2% | +126.6% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 3y: compounded portfolio wealth divided by compounded ZTS 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…
3y analysis · Full analysis span regression · 6 months rolling