+447.0%
VLO vs ZS
+517.5%
-70.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.3% |
| 7D | +5.2% | -7.8% | +13.0% | +5.7% |
| 30D | +22.6% | +5.0% | +17.6% | +22.2% |
| 3M | +43.8% | +25.5% | +18.2% | +41.9% |
| 6M | +65.7% | +8.7% | +57.0% | +63.8% |
| YTD | +131.1% | -24.5% | +155.6% | +132.3% |
| 1Y | +143.6% | -36.7% | +180.3% | +147.0% |
| 3Y | +201.4% | +7.2% | +194.2% | +196.3% |
| 5Y | +568.9% | -40.9% | +609.8% | +555.7% |
| All | +447.0% | +517.5% | -70.4% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling