-62.5%
ZTS vs VEU
+55.0%
-117.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | +0.2% |
| 7D | -3.8% | +0.3% | -4.1% | -4.0% |
| 30D | -2.0% | +0.7% | -2.7% | -2.6% |
| 3M | -10.2% | +4.7% | -14.9% | -13.8% |
| 6M | -39.4% | +11.6% | -51.0% | -44.9% |
| YTD | -40.8% | +16.8% | -57.6% | -48.2% |
| 1Y | -50.1% | +24.9% | -75.0% | -58.6% |
| 3Y | -58.9% | +75.7% | -134.6% | -74.8% |
| All | -62.5% | +55.0% | -117.6% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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