+77.0%
ZTS vs VXUS
+140.9%
-63.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.7% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | +11.0% | -2.5% | +13.5% | +13.4% |
| 3M | +10.9% | -4.6% | +15.6% | +15.3% |
| 6M | +0.9% | -2.6% | +3.6% | +2.1% |
| YTD | -33.0% | +10.4% | -43.4% | -39.1% |
| 1Y | -29.6% | +12.9% | -42.5% | -37.3% |
| 3Y | -49.0% | +68.4% | -117.4% | -68.3% |
| 5Y | -59.5% | +47.7% | -107.2% | -71.8% |
| 10Y | +77.0% | +142.2% | -65.2% | -20.4% |
| All | +77.0% | +140.9% | -63.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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