-62.3%
ZTS vs VRSK
-11.8%
-50.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.7% | -5.2% | +1.4% | -1.6% |
| 30D | -0.8% | -2.3% | +1.5% | +0.1% |
| 3M | -9.7% | -2.9% | -6.8% | -9.2% |
| 6M | -38.4% | -12.8% | -25.6% | -35.3% |
| YTD | -41.1% | -20.8% | -20.3% | -35.5% |
| 1Y | -50.6% | -33.2% | -17.4% | -40.9% |
| 3Y | -59.1% | -26.6% | -32.6% | -55.0% |
| All | -62.3% | -11.8% | -50.6% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling