+432.2%
VLO vs ZTS
-59.8%
+492.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +2.6% |
| 7D | -6.5% | -1.0% | -5.4% | -6.4% |
| 30D | -17.8% | +10.8% | -28.5% | -18.7% |
| 3M | +19.6% | +14.1% | +5.5% | +17.7% |
| 6M | +49.3% | +0.8% | +48.5% | +48.7% |
| YTD | +122.4% | -33.1% | +155.5% | +133.0% |
| 1Y | +107.4% | -30.0% | +137.4% | +115.4% |
| 3Y | +223.1% | -49.5% | +272.6% | +251.6% |
| 5Y | +432.2% | -60.2% | +492.5% | +443.0% |
| All | +432.2% | -59.8% | +492.0% | +443.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling