-62.3%
ZTS vs VICR
+57.6%
-120.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -0.5% |
| 7D | -3.7% | +5.0% | -8.7% | -4.0% |
| 30D | -0.8% | -12.5% | +11.7% | -0.3% |
| 3M | -9.7% | -33.6% | +23.9% | -8.5% |
| 6M | -38.4% | +10.7% | -49.1% | -41.0% |
| YTD | -41.1% | +80.6% | -121.7% | -46.3% |
| 1Y | -50.6% | +288.4% | -339.0% | -58.3% |
| 3Y | -59.1% | +213.8% | -272.9% | -66.2% |
| All | -62.3% | +57.6% | -120.0% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling