-52.2%
ZTS vs VIK
+225.3%
-277.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.3% |
| 7D | -3.8% | -0.8% | -3.0% | -3.6% |
| 30D | -2.0% | -18.0% | +16.0% | +1.8% |
| 3M | -10.2% | -5.8% | -4.4% | -9.8% |
| 6M | -39.4% | +17.2% | -56.6% | -42.0% |
| YTD | -40.8% | +19.1% | -60.0% | -43.7% |
| 1Y | -50.1% | +33.6% | -83.7% | -53.7% |
| All | -52.2% | +225.3% | -277.5% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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