+55.7%
ZTS vs VGT
+820.0%
-764.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.5% |
| 7D | -3.7% | -0.2% | -3.6% | -3.7% |
| 30D | -0.8% | -0.4% | -0.3% | -0.7% |
| 3M | -9.7% | +4.4% | -14.2% | -12.9% |
| 6M | -38.4% | +32.1% | -70.5% | -48.7% |
| YTD | -41.1% | +28.8% | -69.9% | -50.4% |
| 1Y | -50.6% | +35.3% | -86.0% | -59.7% |
| 3Y | -59.1% | +124.8% | -183.9% | -77.0% |
| 5Y | -62.7% | +137.9% | -200.6% | -80.3% |
| All | +55.7% | +820.0% | -764.3% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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