+1,366.0%
VLO vs ZTS
+170.4%
+1,195.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +5.2% | -2.0% | +7.2% | +5.9% |
| 30D | +22.6% | +1.9% | +20.7% | +21.6% |
| 3M | +43.8% | -4.0% | +47.8% | +44.9% |
| 6M | +65.7% | -39.1% | +104.9% | +91.7% |
| YTD | +131.1% | -38.8% | +169.9% | +166.5% |
| 1Y | +143.6% | -49.6% | +193.2% | +200.3% |
| 3Y | +201.4% | -59.0% | +260.4% | +293.8% |
| 5Y | +568.9% | -61.8% | +630.6% | +773.6% |
| 10Y | +891.8% | +61.4% | +830.4% | +602.6% |
| All | +1,366.0% | +170.4% | +1,195.6% | +766.1% |
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