+43.4%
ZTS vs INVH
+75.4%
-31.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -3.7% | -3.0% | -0.8% | -2.3% |
| 30D | -0.8% | -7.5% | +6.7% | +3.1% |
| 3M | -9.7% | -5.5% | -4.2% | -7.3% |
| 6M | -38.4% | +11.7% | -50.1% | -41.9% |
| YTD | -41.1% | +1.3% | -42.4% | -41.8% |
| 1Y | -50.6% | -6.1% | -44.5% | -49.5% |
| 3Y | -59.1% | -9.8% | -49.4% | -58.0% |
| 5Y | -62.7% | -19.7% | -43.0% | -59.9% |
| All | +43.4% | +75.4% | -31.9% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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