+614.6%
VLO vs ZS
-40.8%
+655.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.4% |
| 7D | +6.2% | -3.8% | +10.1% | +6.6% |
| 30D | +23.5% | -6.0% | +29.5% | +24.0% |
| 3M | +53.9% | +32.0% | +21.9% | +50.1% |
| 6M | +81.7% | +2.1% | +79.5% | +79.2% |
| YTD | +142.5% | -26.2% | +168.6% | +145.1% |
| 1Y | +145.4% | -41.2% | +186.6% | +152.7% |
| 3Y | +197.3% | +3.3% | +194.0% | +189.4% |
| 5Y | +614.6% | -40.7% | +655.3% | +604.1% |
| All | +614.6% | -40.8% | +655.4% | +604.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling