+174.6%
ZTS vs VUG
+705.2%
-530.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -2.0% | -0.1% | -1.9% | -1.9% |
| 30D | +1.9% | -0.3% | +2.2% | +2.0% |
| 3M | -4.0% | -0.7% | -3.3% | -4.3% |
| 6M | -39.1% | +14.6% | -53.8% | -45.6% |
| YTD | -38.8% | +9.0% | -47.8% | -43.3% |
| 1Y | -49.6% | +14.9% | -64.4% | -55.1% |
| 3Y | -59.0% | +86.0% | -145.0% | -75.9% |
| 5Y | -61.8% | +76.7% | -138.5% | -76.9% |
| 10Y | +61.4% | +411.3% | -349.9% | -62.5% |
| All | +174.6% | +705.2% | -530.6% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling