+120.6%
VLO vs ZS
-31.8%
+152.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.7% |
| 7D | -6.0% | -12.3% | +6.3% | -5.6% |
| 30D | -12.9% | +11.2% | -24.1% | -13.3% |
| 3M | +18.3% | +37.5% | -19.2% | +16.5% |
| 6M | +46.4% | +57.8% | -11.4% | +42.5% |
| YTD | +127.7% | -0.2% | +128.0% | +121.5% |
| 1Y | +120.6% | -31.6% | +152.3% | +119.9% |
| All | +120.6% | -31.8% | +152.4% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling