+897.3%
VST vs ZTS
+72.5%
+824.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.9% | +1.8% | -4.0% |
| 7D | -19.9% | +4.9% | -24.8% | -21.4% |
| 30D | -29.7% | +15.9% | -45.6% | -33.2% |
| 3M | -19.6% | +11.1% | -30.7% | -22.9% |
| 6M | -29.4% | -26.0% | -3.4% | -24.0% |
| YTD | -29.7% | -33.3% | +3.6% | -22.0% |
| 1Y | -40.0% | -30.3% | -9.7% | -34.6% |
| 3Y | +231.0% | -47.0% | +278.0% | +283.8% |
| 5Y | +500.1% | -59.7% | +559.8% | +662.8% |
| 10Y | +1,004.2% | +80.3% | +923.9% | +889.5% |
| All | +897.3% | +72.5% | +824.8% | +765.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling