Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ZTS vs RVTY✓SelectedUSD · RVTYZTS vs RVTY performance historyLatest closeAs of-0.63%09/04
Stock and ETF performance explorer

ZTS vs RVTY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+174.6%
RVTY return
+288.9%
Excess return
-114.3%
Maximum drawdown
-69.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRVTYExcessAlpha
1D-0.6%-0.3%-0.3%-0.5%
7D-2.0%+1.1%-3.1%-2.5%
30D+1.9%+13.2%-11.3%-3.6%
3M-4.0%+27.2%-31.2%-14.2%
6M-39.1%+32.4%-71.5%-46.9%
YTD-38.8%+34.9%-73.7%-47.4%
1Y-49.6%+52.4%-101.9%-59.1%
3Y-59.0%+12.3%-71.3%-63.5%
5Y-61.8%-30.8%-30.9%-57.9%
10Y+61.4%+150.7%-89.2%-8.6%
All+174.6%+288.9%-114.3%+35.7%

Cumulative growth

Daily Returns

Daily percentage return beside RVTY.

Daily Out/Under-Performance

Portfolio return minus RVTY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RVTY 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 RVTY 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