-58.7%
ZTS vs VUG
+88.1%
-146.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -4.8% | +0.9% | -5.6% | -5.1% |
| 30D | +1.2% | -1.4% | +2.7% | +1.7% |
| 3M | -6.0% | +2.3% | -8.4% | -7.0% |
| 6M | -38.7% | +15.7% | -54.4% | -42.5% |
| YTD | -40.6% | +8.6% | -49.2% | -42.9% |
| 1Y | -50.6% | +14.1% | -64.6% | -53.3% |
| 3Y | -58.7% | +87.9% | -146.6% | -72.1% |
| All | -58.7% | +88.1% | -146.8% | -72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling