-48.0%
ZTS vs VEA
+74.1%
-122.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.6% | +2.3% | +3.3% | +4.1% |
| 30D | +12.1% | +0.2% | +11.9% | +12.1% |
| 3M | +11.3% | -5.3% | +16.6% | +15.0% |
| 6M | +14.3% | -0.9% | +15.2% | +14.1% |
| YTD | -31.9% | +12.2% | -44.1% | -37.7% |
| 1Y | -29.3% | +16.1% | -45.4% | -36.9% |
| 3Y | -48.0% | +73.0% | -121.0% | -65.0% |
| All | -48.0% | +74.1% | -122.1% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 3y: compounded portfolio wealth divided by compounded VEA 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…
3y analysis · Full analysis span regression · 6 months rolling