+55.7%
ZTS vs VICR
+1,679.8%
-1,624.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -0.9% |
| 7D | -3.7% | +5.0% | -8.7% | -4.3% |
| 30D | -0.8% | -12.5% | +11.7% | +0.1% |
| 3M | -9.7% | -33.6% | +23.9% | -7.7% |
| 6M | -38.4% | +10.7% | -49.1% | -41.8% |
| YTD | -41.1% | +80.6% | -121.7% | -48.0% |
| 1Y | -50.6% | +288.4% | -339.0% | -60.8% |
| 3Y | -59.1% | +213.8% | -272.9% | -68.4% |
| 5Y | -62.7% | +58.8% | -121.6% | -70.3% |
| All | +55.7% | +1,679.8% | -1,624.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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