+112.6%
VZ vs ZTS
+196.5%
-83.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.9% | -7.4% | +8.4% | +2.3% |
| 30D | +8.9% | +9.9% | -1.0% | +6.8% |
| 3M | +0.1% | +10.3% | -10.2% | -2.0% |
| 6M | +1.9% | +9.2% | -7.3% | -0.2% |
| YTD | +22.0% | -32.9% | +54.9% | +29.9% |
| 1Y | +22.1% | -29.7% | +51.8% | +28.7% |
| 3Y | +58.7% | -49.0% | +107.6% | +75.9% |
| 5Y | +22.3% | -59.3% | +81.6% | +40.1% |
| 10Y | +71.6% | +78.9% | -7.3% | +47.7% |
| All | +112.6% | +196.5% | -83.9% | +68.8% |
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