+60.2%
SCHD vs ZTS
-63.0%
+123.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.0% | -3.7% | +1.8% | -1.1% |
| 30D | -0.4% | -0.8% | +0.4% | -0.3% |
| 3M | +5.7% | -9.7% | +15.5% | +8.0% |
| 6M | +11.9% | -38.4% | +50.3% | +24.6% |
| YTD | +26.4% | -41.1% | +67.5% | +42.5% |
| 1Y | +27.6% | -50.6% | +78.2% | +50.6% |
| 3Y | +54.9% | -59.1% | +114.1% | +90.5% |
| All | +60.2% | -63.0% | +123.1% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling