-59.1%
ZTS vs VWO
+62.9%
-122.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -3.7% | -1.8% | -2.0% | -3.0% |
| 30D | -0.8% | -0.1% | -0.7% | -0.8% |
| 3M | -9.7% | +2.2% | -12.0% | -11.0% |
| 6M | -38.4% | +8.8% | -47.1% | -41.2% |
| YTD | -41.1% | +12.4% | -53.5% | -44.8% |
| 1Y | -50.6% | +15.6% | -66.2% | -54.4% |
| 3Y | -59.1% | +62.5% | -121.7% | -70.8% |
| All | -59.1% | +62.9% | -122.0% | -70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling