+298.0%
VST vs ZTS
-48.8%
+346.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +10.9% | -7.4% | +18.4% | +11.4% |
| 30D | -15.6% | +9.9% | -25.5% | -16.4% |
| 3M | -7.8% | +10.3% | -18.1% | -8.8% |
| 6M | -12.0% | +9.2% | -21.1% | -12.9% |
| YTD | -16.9% | -32.9% | +16.0% | -12.0% |
| 1Y | -25.1% | -29.7% | +4.6% | -21.2% |
| All | +298.0% | -48.8% | +346.8% | +324.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling