+55.7%
ZTS vs VWO
+117.1%
-61.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | -3.7% | -1.8% | -2.0% | -2.7% |
| 30D | -0.8% | -0.1% | -0.7% | -0.7% |
| 3M | -9.7% | +2.2% | -12.0% | -11.4% |
| 6M | -38.4% | +8.8% | -47.1% | -42.0% |
| YTD | -41.1% | +12.4% | -53.5% | -45.8% |
| 1Y | -50.6% | +15.6% | -66.2% | -55.4% |
| 3Y | -59.1% | +62.5% | -121.7% | -70.9% |
| 5Y | -62.7% | +34.3% | -97.0% | -70.1% |
| All | +55.7% | +117.1% | -61.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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