+1,216.9%
VST vs ZTS
+58.2%
+1,158.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.7% |
| 7D | +8.9% | -2.0% | +10.9% | +9.5% |
| 30D | +6.2% | +1.9% | +4.3% | +5.3% |
| 3M | -2.7% | -4.0% | +1.3% | -2.1% |
| 6M | -8.4% | -39.1% | +30.8% | +5.6% |
| YTD | -7.2% | -38.8% | +31.6% | +6.6% |
| 1Y | -20.9% | -49.6% | +28.7% | -3.3% |
| 3Y | +384.0% | -59.0% | +443.0% | +520.7% |
| 5Y | +757.1% | -61.8% | +818.8% | +1,007.6% |
| All | +1,216.9% | +58.2% | +1,158.6% | +1,081.8% |
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 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