+65.5%
VZ vs ZTS
+72.0%
-6.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.3% |
| 7D | +2.1% | -0.4% | +2.5% | +2.1% |
| 30D | +1.4% | +11.7% | -10.3% | -1.1% |
| 3M | -1.3% | +3.5% | -4.7% | -2.3% |
| 6M | -0.5% | -27.6% | +27.1% | +4.9% |
| YTD | +19.6% | -35.5% | +55.1% | +29.0% |
| 1Y | +22.4% | -32.1% | +54.5% | +30.3% |
| 3Y | +55.9% | -49.1% | +105.0% | +73.8% |
| 5Y | +20.4% | -61.0% | +81.4% | +41.0% |
| All | +65.5% | +72.0% | -6.5% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling