-59.2%
ZTS vs VICR
+178.2%
-237.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.6% |
| 7D | -4.5% | -0.4% | -4.1% | -4.5% |
| 30D | -3.3% | -15.6% | +12.3% | -3.1% |
| 3M | -9.7% | -35.4% | +25.6% | -9.5% |
| 6M | -38.8% | +1.3% | -40.1% | -40.9% |
| YTD | -41.2% | +62.5% | -103.6% | -45.1% |
| 1Y | -50.3% | +255.5% | -305.8% | -56.0% |
| All | -59.2% | +178.2% | -237.5% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling