+174.6%
ZTS vs VT
+319.1%
-144.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +0.4% | -2.4% | -2.4% |
| 30D | +1.9% | +1.0% | +0.9% | +0.9% |
| 3M | -4.0% | +2.4% | -6.4% | -6.5% |
| 6M | -39.1% | +12.0% | -51.1% | -45.4% |
| YTD | -38.8% | +15.3% | -54.1% | -46.5% |
| 1Y | -49.6% | +22.6% | -72.1% | -58.3% |
| 3Y | -59.0% | +74.7% | -133.6% | -75.7% |
| 5Y | -61.8% | +66.1% | -127.9% | -76.3% |
| 10Y | +61.4% | +225.0% | -163.6% | -44.9% |
| All | +174.6% | +319.1% | -144.5% | -21.6% |
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