+166.5%
ZTS vs ITOT
+515.7%
-349.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.5% |
| 7D | -4.8% | +0.7% | -5.4% | -5.3% |
| 30D | +1.2% | -1.1% | +2.3% | +2.2% |
| 3M | -6.0% | +3.9% | -9.9% | -9.5% |
| 6M | -38.7% | +14.7% | -53.5% | -46.0% |
| YTD | -40.6% | +13.3% | -53.9% | -47.1% |
| 1Y | -50.6% | +19.1% | -69.7% | -57.9% |
| 3Y | -58.7% | +77.3% | -136.1% | -75.9% |
| 5Y | -62.8% | +74.1% | -136.9% | -78.0% |
| 10Y | +56.2% | +293.1% | -236.9% | -57.1% |
| All | +166.5% | +515.7% | -349.2% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling