+398.6%
ZS vs VTR
+158.5%
+240.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -7.2% | +1.1% | -8.3% | -7.3% |
| 3M | +30.5% | +7.9% | +22.6% | +29.6% |
| 6M | +7.0% | +6.2% | +0.8% | +6.3% |
| YTD | -26.8% | +17.7% | -44.6% | -28.1% |
| 1Y | -42.6% | +32.9% | -75.5% | -44.2% |
| 3Y | -0.3% | +129.7% | -130.0% | -8.3% |
| 5Y | -39.2% | +89.3% | -128.5% | -43.7% |
| All | +398.6% | +158.5% | +240.1% | +432.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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