-62.3%
ZTS vs VNQ
+7.0%
-69.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.4% |
| 7D | -3.7% | -1.3% | -2.5% | -2.8% |
| 30D | -0.8% | -2.6% | +1.8% | +1.2% |
| 3M | -9.7% | -2.0% | -7.7% | -8.5% |
| 6M | -38.4% | +4.3% | -42.7% | -40.3% |
| YTD | -41.1% | +9.2% | -50.3% | -44.9% |
| 1Y | -50.6% | +5.6% | -56.2% | -52.7% |
| 3Y | -59.1% | +30.8% | -90.0% | -66.9% |
| All | -62.3% | +7.0% | -69.4% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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