+125.2%
VZ vs ZTS
+170.4%
-45.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.1% | -2.0% | +2.1% | +0.5% |
| 30D | +7.9% | +1.9% | +6.0% | +7.4% |
| 3M | +13.6% | -4.0% | +17.7% | +14.3% |
| 6M | +1.1% | -39.1% | +40.2% | +10.0% |
| YTD | +29.3% | -38.8% | +68.1% | +40.4% |
| 1Y | +21.2% | -49.6% | +70.8% | +36.5% |
| 3Y | +75.9% | -59.0% | +134.9% | +104.1% |
| 5Y | +24.1% | -61.8% | +85.8% | +43.9% |
| 10Y | +62.4% | +61.4% | +0.9% | +42.8% |
| All | +125.2% | +170.4% | -45.1% | +82.4% |
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