+778.9%
VLO vs ZTS
+78.9%
+700.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | +6.8% | +1.0% | +5.7% | +6.4% |
| 30D | -17.9% | +12.4% | -30.3% | -21.2% |
| 3M | +13.5% | +13.6% | 0.0% | +8.2% |
| 6M | +53.0% | +9.3% | +43.7% | +46.7% |
| YTD | +133.7% | -32.6% | +166.3% | +160.6% |
| 1Y | +115.7% | -30.0% | +145.7% | +136.5% |
| 3Y | +231.9% | -48.7% | +280.7% | +300.4% |
| 5Y | +471.6% | -59.3% | +530.9% | +650.5% |
| All | +778.9% | +78.9% | +700.0% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 10y: compounded portfolio wealth divided by compounded ZTS 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…
10y analysis · Full analysis span regression · 6 months rolling