+227.8%
VST vs ZTS
-49.5%
+277.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.9% | +1.8% | -5.7% |
| 7D | -19.9% | +4.9% | -24.8% | -20.2% |
| 30D | -29.7% | +15.9% | -45.6% | -30.7% |
| 3M | -19.6% | +11.1% | -30.7% | -20.5% |
| 6M | -29.4% | -26.0% | -3.4% | -26.4% |
| YTD | -29.7% | -33.3% | +3.6% | -25.6% |
| 1Y | -40.0% | -30.3% | -9.7% | -37.0% |
| All | +227.8% | -49.5% | +277.3% | +246.9% |
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