+55.7%
ZTS vs VIVK
-100.0%
+155.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.5% | +0.2% |
| 7D | -3.7% | -4.4% | +0.6% | -3.7% |
| 30D | -0.8% | -40.8% | +40.0% | -0.5% |
| 3M | -9.7% | -94.1% | +84.4% | -8.7% |
| 6M | -38.4% | -98.2% | +59.8% | -37.5% |
| YTD | -41.1% | -98.0% | +56.9% | -40.5% |
| 1Y | -50.6% | -100.0% | +49.3% | -49.5% |
| 3Y | -59.1% | -100.0% | +40.8% | -58.3% |
| 5Y | -62.7% | -100.0% | +37.3% | -62.0% |
| All | +55.7% | -100.0% | +155.7% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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