-54.9%
ZTS vs VSXY
+93.0%
-148.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.9% |
| 7D | +5.6% | -1.7% | +7.3% | +5.7% |
| 30D | +12.1% | +20.1% | -8.0% | +10.1% |
| 3M | +11.3% | +16.6% | -5.3% | +9.4% |
| 6M | +14.3% | +134.9% | -120.6% | +3.0% |
| YTD | -31.9% | +96.0% | -127.9% | -37.6% |
| 1Y | -29.3% | +203.8% | -233.0% | -38.3% |
| 3Y | -48.0% | +465.3% | -513.4% | -59.8% |
| 5Y | -58.9% | +106.3% | -165.2% | -65.1% |
| All | -54.9% | +93.0% | -148.0% | -61.8% |
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