+374.9%
V vs ZTS
+58.5%
+316.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -3.0% | -4.5% | +1.4% | -1.1% |
| 30D | +1.2% | -3.3% | +4.5% | +2.5% |
| 3M | +13.9% | -9.7% | +23.7% | +18.5% |
| 6M | +17.2% | -38.8% | +56.1% | +42.3% |
| YTD | +5.3% | -41.2% | +46.5% | +30.0% |
| 1Y | +9.5% | -50.3% | +59.8% | +45.3% |
| 3Y | +51.9% | -59.1% | +111.1% | +116.1% |
| 5Y | +69.6% | -62.8% | +132.3% | +147.9% |
| All | +374.9% | +58.5% | +316.5% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling