-62.8%
ZTS vs ITOT
+71.8%
-134.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -4.5% | -2.0% | -2.5% | -2.9% |
| 30D | -3.3% | -2.0% | -1.4% | -1.8% |
| 3M | -9.7% | +4.5% | -14.3% | -13.2% |
| 6M | -38.8% | +12.6% | -51.5% | -44.7% |
| YTD | -41.2% | +12.0% | -53.2% | -46.6% |
| 1Y | -50.3% | +17.3% | -67.6% | -56.5% |
| 3Y | -59.1% | +75.2% | -134.4% | -75.4% |
| 5Y | -62.8% | +74.0% | -136.8% | -77.9% |
| All | -62.8% | +71.8% | -134.6% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling