+398.6%
ZS vs VTRS
-50.5%
+449.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -3.1% | -2.2% | -0.9% | -2.6% |
| 30D | -7.2% | +3.3% | -10.5% | -7.9% |
| 3M | +30.5% | +2.0% | +28.5% | +29.7% |
| 6M | +7.0% | +19.9% | -13.0% | +2.5% |
| YTD | -26.8% | +35.7% | -62.6% | -32.0% |
| 1Y | -42.6% | +68.1% | -110.7% | -49.2% |
| 3Y | -0.3% | +87.1% | -87.4% | -15.9% |
| 5Y | -39.2% | +47.6% | -86.8% | -47.8% |
| All | +398.6% | -50.5% | +449.1% | +425.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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