+601.6%
VLO vs ZTS
-62.4%
+664.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.2% | +3.6% |
| 7D | +5.8% | -4.8% | +10.5% | +6.3% |
| 30D | +28.3% | +1.2% | +27.1% | +28.1% |
| 3M | +48.7% | -6.0% | +54.8% | +49.5% |
| 6M | +71.9% | -38.7% | +110.6% | +81.5% |
| YTD | +138.7% | -40.6% | +179.3% | +153.2% |
| 1Y | +148.5% | -50.6% | +199.0% | +171.4% |
| 3Y | +192.7% | -58.7% | +251.4% | +225.2% |
| 5Y | +601.6% | -62.8% | +664.5% | +655.7% |
| All | +601.6% | -62.4% | +664.0% | +655.7% |
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 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