+1,310.7%
VLO vs ZTS
+195.6%
+1,115.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.8% |
| 7D | -6.5% | -1.0% | -5.4% | -6.4% |
| 30D | -17.8% | +10.8% | -28.5% | -20.8% |
| 3M | +19.6% | +14.1% | +5.5% | +13.8% |
| 6M | +49.3% | +0.8% | +48.5% | +46.8% |
| YTD | +122.4% | -33.1% | +155.5% | +147.6% |
| 1Y | +107.4% | -30.0% | +137.4% | +126.6% |
| 3Y | +223.1% | -49.5% | +272.6% | +289.4% |
| 5Y | +432.2% | -60.2% | +492.5% | +590.2% |
| 10Y | +743.6% | +77.0% | +666.6% | +477.0% |
| All | +1,310.7% | +195.6% | +1,115.2% | +704.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling