+55.5%
ZTS vs VUG
+419.9%
-364.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -4.5% | -1.9% | -2.6% | -3.2% |
| 30D | -3.3% | -1.6% | -1.7% | -2.3% |
| 3M | -9.7% | +4.4% | -14.1% | -13.0% |
| 6M | -38.8% | +13.2% | -52.0% | -44.6% |
| YTD | -41.2% | +7.5% | -48.7% | -44.8% |
| 1Y | -50.3% | +12.5% | -62.8% | -54.9% |
| 3Y | -59.1% | +86.0% | -145.1% | -75.7% |
| 5Y | -62.8% | +76.5% | -139.3% | -77.3% |
| All | +55.5% | +419.9% | -364.4% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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