+436.7%
VLO vs ZS
+604.7%
-168.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.7% |
| 7D | -0.4% | -13.7% | +13.2% | +0.3% |
| 30D | -16.6% | -14.2% | -2.4% | -16.0% |
| 3M | +12.3% | +8.5% | +3.7% | +11.5% |
| 6M | +47.8% | +30.2% | +17.7% | +44.6% |
| YTD | +126.7% | -13.8% | +140.6% | +125.8% |
| 1Y | +105.4% | -41.5% | +146.9% | +108.7% |
| 3Y | +222.0% | +10.7% | +211.3% | +214.9% |
| 5Y | +449.8% | -43.6% | +493.4% | +435.6% |
| All | +436.7% | +604.7% | -168.0% | +304.6% |
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