+202.6%
ZTS vs VUG
+674.7%
-472.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.0% | +4.4% | -3.4% | -2.0% |
| 30D | +12.4% | -7.3% | +19.8% | +18.4% |
| 3M | +13.6% | -4.2% | +17.8% | +16.7% |
| 6M | +9.3% | -1.6% | +10.9% | +9.2% |
| YTD | -32.6% | +4.9% | -37.5% | -36.0% |
| 1Y | -30.0% | +3.8% | -33.8% | -33.1% |
| 3Y | -48.7% | +79.4% | -128.2% | -69.1% |
| 5Y | -59.3% | +63.9% | -123.2% | -74.0% |
| 10Y | +79.8% | +404.0% | -324.2% | -58.1% |
| All | +202.6% | +674.7% | -472.1% | -48.8% |
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