-59.5%
ZTS vs VSXY
+37.4%
-96.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.9% |
| 7D | -2.0% | -14.0% | +12.0% | -0.7% |
| 30D | +1.9% | -15.9% | +17.8% | +3.4% |
| 3M | -4.0% | +3.4% | -7.4% | -4.7% |
| 6M | -39.1% | +25.9% | -65.0% | -41.5% |
| YTD | -38.8% | +39.5% | -78.3% | -42.0% |
| 1Y | -49.6% | +194.4% | -243.9% | -56.1% |
| 3Y | -59.0% | +281.4% | -340.4% | -67.1% |
| 5Y | -61.8% | +12.8% | -74.5% | -66.4% |
| All | -59.5% | +37.4% | -96.9% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling