-48.8%
ZTS vs VUG
+80.4%
-129.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.4% |
| 7D | -7.4% | -1.1% | -6.4% | -7.1% |
| 30D | +9.9% | -7.0% | +16.9% | +12.3% |
| 3M | +10.3% | -3.7% | +14.0% | +11.4% |
| 6M | +9.2% | -1.6% | +10.8% | +9.2% |
| YTD | -32.9% | +5.1% | -38.0% | -34.8% |
| 1Y | -29.7% | +3.8% | -33.5% | -31.4% |
| All | -48.8% | +80.4% | -129.2% | -62.3% |
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