-49.2%
ZTS vs VG
-44.1%
-5.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.3% | +0.5% |
| 7D | +1.0% | +15.1% | -14.1% | +1.2% |
| 30D | +12.4% | -4.2% | +16.6% | +12.3% |
| 3M | +13.6% | -3.1% | +16.7% | +13.5% |
| 6M | +9.3% | +0.3% | +9.0% | +9.2% |
| YTD | -32.6% | +95.5% | -128.1% | -34.0% |
| 1Y | -30.0% | +64.4% | -94.5% | -31.2% |
| All | -49.2% | -44.1% | -5.1% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling