+55.7%
ZTS vs VIAV
+419.4%
-363.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.5% | -0.4% |
| 7D | -3.7% | +11.2% | -14.9% | -5.5% |
| 30D | -0.8% | -10.1% | +9.3% | +0.4% |
| 3M | -9.7% | -22.9% | +13.1% | -7.4% |
| 6M | -38.4% | +28.8% | -67.2% | -44.4% |
| YTD | -41.1% | +117.5% | -158.5% | -53.9% |
| 1Y | -50.6% | +216.1% | -266.7% | -65.2% |
| 3Y | -59.1% | +292.2% | -351.3% | -73.8% |
| 5Y | -62.7% | +141.0% | -203.7% | -73.0% |
| All | +55.7% | +419.4% | -363.7% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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