+403.3%
ZS vs VTR
+156.8%
+246.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | -3.8% | -2.9% | -0.9% | -3.6% |
| 30D | -6.0% | -2.8% | -3.2% | -5.8% |
| 3M | +32.0% | +9.0% | +23.0% | +31.0% |
| 6M | +2.1% | +5.0% | -2.8% | +1.6% |
| YTD | -26.2% | +16.9% | -43.1% | -27.3% |
| 1Y | -41.2% | +34.3% | -75.5% | -42.9% |
| 3Y | +3.3% | +131.6% | -128.3% | -5.1% |
| 5Y | -40.7% | +88.0% | -128.7% | -45.1% |
| All | +403.3% | +156.8% | +246.6% | +437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling