+1,112.0%
VST vs ZTS
+72.0%
+1,040.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.3% | +13.9% | +11.5% |
| 7D | -9.8% | -0.4% | -9.4% | -10.3% |
| 30D | -25.1% | +11.7% | -36.9% | -28.4% |
| 3M | -11.6% | +3.5% | -15.0% | -13.6% |
| 6M | -20.9% | -27.6% | +6.7% | -14.3% |
| YTD | -22.3% | -35.5% | +13.2% | -12.7% |
| 1Y | -32.0% | -32.1% | +0.1% | -25.2% |
| 3Y | +262.4% | -49.1% | +311.5% | +326.6% |
| 5Y | +563.4% | -61.0% | +624.4% | +758.4% |
| All | +1,112.0% | +72.0% | +1,040.0% | +793.7% |
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 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