+55.7%
ZTS vs VTEB
+17.9%
+37.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.2% |
| 7D | -3.7% | -0.9% | -2.8% | -2.8% |
| 30D | -0.8% | -2.5% | +1.7% | +1.8% |
| 3M | -9.7% | -3.0% | -6.8% | -6.9% |
| 6M | -38.4% | -2.1% | -36.3% | -37.0% |
| YTD | -41.1% | -1.5% | -39.6% | -40.1% |
| 1Y | -50.6% | +0.2% | -50.8% | -50.7% |
| 3Y | -59.1% | +8.6% | -67.7% | -62.3% |
| 5Y | -62.7% | +1.2% | -63.9% | -63.5% |
| All | +55.7% | +17.9% | +37.9% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling