+55.7%
ZTS vs ITOT
+303.4%
-247.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.6% |
| 7D | -3.7% | -0.9% | -2.8% | -3.0% |
| 30D | -0.8% | -1.5% | +0.7% | +0.5% |
| 3M | -9.7% | +3.6% | -13.3% | -12.8% |
| 6M | -38.4% | +13.7% | -52.1% | -45.2% |
| YTD | -41.1% | +12.9% | -54.0% | -47.3% |
| 1Y | -50.6% | +17.2% | -67.8% | -57.2% |
| 3Y | -59.1% | +75.6% | -134.8% | -75.9% |
| 5Y | -62.7% | +75.5% | -138.2% | -78.1% |
| All | +55.7% | +303.4% | -247.7% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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