+55.7%
ZTS vs VRSK
+126.1%
-70.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -3.7% | -5.2% | +1.4% | -1.0% |
| 30D | -0.8% | -2.3% | +1.5% | +0.3% |
| 3M | -9.7% | -2.9% | -6.8% | -9.1% |
| 6M | -38.4% | -12.8% | -25.6% | -34.9% |
| YTD | -41.1% | -20.8% | -20.3% | -34.7% |
| 1Y | -50.6% | -33.2% | -17.4% | -39.9% |
| 3Y | -59.1% | -26.6% | -32.6% | -54.3% |
| 5Y | -62.7% | -11.3% | -51.4% | -63.7% |
| All | +55.7% | +126.1% | -70.3% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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