+163.9%
ZTS vs VWO
+95.6%
+68.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.3% |
| 7D | -4.5% | -1.7% | -2.8% | -3.6% |
| 30D | -3.3% | -0.3% | -3.0% | -3.2% |
| 3M | -9.7% | +4.0% | -13.7% | -12.2% |
| 6M | -38.8% | +8.1% | -47.0% | -41.9% |
| YTD | -41.2% | +11.6% | -52.8% | -45.3% |
| 1Y | -50.3% | +16.2% | -66.5% | -54.8% |
| 3Y | -59.1% | +63.3% | -122.4% | -69.9% |
| 5Y | -62.8% | +33.4% | -96.1% | -69.4% |
| 10Y | +57.8% | +113.3% | -55.5% | -1.9% |
| All | +163.9% | +95.6% | +68.4% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling