-49.5%
ZTS vs VG
-49.4%
-0.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | -0.6% | -7.7% | +7.1% | -0.7% |
| 30D | +11.0% | -8.8% | +19.8% | +10.8% |
| 3M | +10.9% | -15.6% | +26.6% | +10.8% |
| 6M | +0.9% | +5.2% | -4.3% | +0.7% |
| YTD | -33.0% | +76.9% | -109.9% | -34.5% |
| 1Y | -29.6% | +42.5% | -72.1% | -30.8% |
| All | -49.5% | -49.4% | -0.1% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling