+166.5%
ZTS vs VIVK
-100.0%
+266.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.7% | -10.6% | -3.0% |
| 7D | -4.8% | +13.1% | -17.8% | -4.8% |
| 30D | +1.2% | -29.7% | +30.9% | +1.3% |
| 3M | -6.0% | -93.0% | +86.9% | -5.6% |
| 6M | -38.7% | -98.0% | +59.2% | -38.4% |
| YTD | -40.6% | -97.8% | +57.1% | -40.4% |
| 1Y | -50.6% | -100.0% | +49.4% | -50.2% |
| 3Y | -58.7% | -100.0% | +41.2% | -58.4% |
| 5Y | -62.8% | -100.0% | +37.2% | -62.5% |
| 10Y | +56.2% | -100.0% | +156.2% | +59.1% |
| All | +166.5% | -100.0% | +266.5% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling