+460.5%
VLO vs ZS
+599.9%
-139.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +9.6% | -2.6% | +12.3% | +9.8% |
| 30D | -17.4% | -12.8% | -4.6% | -16.9% |
| 3M | +10.8% | +2.3% | +8.5% | +10.3% |
| 6M | +56.9% | +26.3% | +30.7% | +53.8% |
| YTD | +136.8% | -14.4% | +151.2% | +135.9% |
| 1Y | +120.7% | -37.6% | +158.3% | +123.4% |
| 3Y | +231.9% | +8.0% | +223.9% | +224.9% |
| 5Y | +479.0% | -44.9% | +523.9% | +464.4% |
| All | +460.5% | +599.9% | -139.4% | +322.7% |
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