+1,740.6%
VRT vs ZTS
+0.3%
+1,740.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +4.7% |
| 7D | -21.4% | -0.4% | -20.9% | -21.5% |
| 30D | -25.8% | +11.7% | -37.5% | -29.5% |
| 3M | -33.5% | +3.5% | -37.0% | -35.4% |
| 6M | -49.0% | -27.6% | -21.4% | -43.3% |
| YTD | +12.9% | -35.5% | +48.4% | +32.1% |
| 1Y | 0.0% | -32.1% | +32.1% | +13.9% |
| 3Y | +361.8% | -49.1% | +410.9% | +467.3% |
| 5Y | +565.1% | -61.0% | +626.2% | +844.7% |
| All | +1,740.6% | +0.3% | +1,740.3% | +1,796.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling