-62.8%
ZTS vs VSXY
+15.5%
-78.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | -4.5% | -0.3% | -4.2% | -4.5% |
| 30D | -3.3% | -22.1% | +18.8% | -1.0% |
| 3M | -9.7% | -1.1% | -8.6% | -10.1% |
| 6M | -38.8% | +53.8% | -92.7% | -42.7% |
| YTD | -41.2% | +35.5% | -76.7% | -44.3% |
| 1Y | -50.3% | +186.0% | -236.3% | -57.1% |
| 3Y | -59.1% | +343.2% | -402.3% | -68.8% |
| 5Y | -62.8% | +19.0% | -81.8% | -65.7% |
| All | -62.8% | +15.5% | -78.3% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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