+174.6%
ZTS vs VEA
+200.2%
-25.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -1.0% |
| 7D | -2.0% | +1.0% | -2.9% | -2.7% |
| 30D | +1.9% | +1.9% | 0.0% | +0.3% |
| 3M | -4.0% | +3.2% | -7.2% | -7.0% |
| 6M | -39.1% | +10.2% | -49.4% | -44.1% |
| YTD | -38.8% | +18.9% | -57.7% | -47.1% |
| 1Y | -49.6% | +29.3% | -78.9% | -59.2% |
| 3Y | -59.0% | +76.8% | -135.7% | -74.3% |
| 5Y | -61.8% | +61.2% | -123.0% | -74.3% |
| 10Y | +61.4% | +163.3% | -101.9% | -25.8% |
| All | +174.6% | +200.2% | -25.6% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling