+199.5%
ZTS vs VT
+293.3%
-93.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.1% | -3.9% | -4.3% |
| 7D | +4.9% | -4.2% | +9.1% | +9.1% |
| 30D | +15.9% | -5.8% | +21.7% | +22.2% |
| 3M | +11.1% | -5.2% | +16.4% | +16.5% |
| 6M | -26.0% | +0.1% | -26.2% | -26.6% |
| YTD | -33.3% | +8.2% | -41.5% | -38.3% |
| 1Y | -30.3% | +10.1% | -40.4% | -36.6% |
| 3Y | -47.0% | +69.7% | -116.7% | -67.9% |
| 5Y | -59.7% | +53.4% | -113.1% | -73.2% |
| 10Y | +80.3% | +219.2% | -138.9% | -37.2% |
| All | +199.5% | +293.3% | -93.8% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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