+163.9%
ZTS vs VRSK
+232.3%
-68.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -4.5% | -7.7% | +3.2% | -0.7% |
| 30D | -3.3% | -2.8% | -0.5% | -2.1% |
| 3M | -9.7% | -3.7% | -6.0% | -8.8% |
| 6M | -38.8% | -12.8% | -26.1% | -35.6% |
| YTD | -41.2% | -21.0% | -20.2% | -35.3% |
| 1Y | -50.3% | -32.5% | -17.8% | -41.0% |
| 3Y | -59.1% | -26.5% | -32.6% | -54.6% |
| 5Y | -62.8% | -11.5% | -51.3% | -63.2% |
| 10Y | +57.8% | +125.7% | -67.8% | +1.6% |
| All | +163.9% | +232.3% | -68.4% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling