+1,238.2%
VST vs ZTS
+53.5%
+1,184.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.5% |
| 7D | +9.9% | -4.8% | +14.7% | +11.4% |
| 30D | +7.9% | +1.2% | +6.7% | +7.2% |
| 3M | +3.4% | -6.0% | +9.4% | +4.7% |
| 6M | -4.1% | -38.7% | +34.6% | +10.1% |
| YTD | -5.7% | -40.6% | +34.9% | +9.2% |
| 1Y | -18.9% | -50.6% | +31.7% | -0.3% |
| 3Y | +359.1% | -58.7% | +417.8% | +485.4% |
| 5Y | +766.9% | -62.8% | +829.7% | +1,029.2% |
| All | +1,238.2% | +53.5% | +1,184.7% | +1,111.6% |
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