+2,545.5%
VRT vs ZTS
-8.0%
+2,553.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.5% |
| 7D | +2.4% | -3.8% | +6.2% | +3.9% |
| 30D | -2.7% | -2.0% | -0.6% | -2.4% |
| 3M | -9.2% | -10.2% | +1.0% | -6.4% |
| 6M | -0.5% | -39.4% | +38.9% | +20.5% |
| YTD | +62.3% | -40.8% | +103.2% | +98.2% |
| 1Y | +109.6% | -50.1% | +159.7% | +176.6% |
| 3Y | +573.1% | -58.9% | +632.0% | +833.9% |
| 5Y | +953.6% | -62.4% | +1,016.0% | +1,421.5% |
| All | +2,545.5% | -8.0% | +2,553.5% | +2,745.4% |
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