+166.5%
ZTS vs VIAV
+369.5%
-203.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.2% | -14.1% | -4.7% |
| 7D | -4.8% | +11.3% | -16.1% | -6.5% |
| 30D | +1.2% | -1.0% | +2.2% | +0.6% |
| 3M | -6.0% | -20.5% | +14.5% | -4.3% |
| 6M | -38.7% | +39.0% | -77.7% | -45.2% |
| YTD | -40.6% | +117.5% | -158.1% | -52.4% |
| 1Y | -50.6% | +233.8% | -284.4% | -64.4% |
| 3Y | -58.7% | +295.4% | -354.2% | -72.3% |
| 5Y | -62.8% | +134.3% | -197.1% | -72.2% |
| 10Y | +56.2% | +398.7% | -342.5% | -1.3% |
| All | +166.5% | +369.5% | -203.0% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling