-22.0%
VST vs ZTS
-29.2%
+7.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.0% |
| 7D | +6.6% | +5.6% | +1.0% | +6.9% |
| 30D | -12.4% | +12.1% | -24.5% | -12.0% |
| 3M | -9.0% | +11.3% | -20.3% | -8.6% |
| 6M | -6.4% | +14.3% | -20.8% | -6.3% |
| YTD | -17.2% | -31.9% | +14.7% | -12.2% |
| 1Y | -22.0% | -29.3% | +7.2% | -16.8% |
| All | -22.0% | -29.2% | +7.2% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling