-62.8%
ZTS vs VTV
+78.5%
-141.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.1% |
| 7D | -4.5% | -2.1% | -2.4% | -2.4% |
| 30D | -3.3% | -1.3% | -2.0% | -1.9% |
| 3M | -9.7% | +5.6% | -15.4% | -14.9% |
| 6M | -38.8% | +12.4% | -51.2% | -45.7% |
| YTD | -41.2% | +17.6% | -58.8% | -50.1% |
| 1Y | -50.3% | +23.5% | -73.8% | -59.9% |
| 3Y | -59.1% | +67.0% | -126.2% | -76.0% |
| 5Y | -62.8% | +80.5% | -143.3% | -79.4% |
| All | -62.8% | +78.5% | -141.3% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling