-18.5%
ZTO vs VOO
+72.8%
-91.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | +1.7% | -3.6% | +5.3% | +3.7% |
| 3M | -14.4% | -2.7% | -11.6% | -13.3% |
| 6M | -18.2% | +2.2% | -20.5% | -19.8% |
| YTD | -0.3% | +10.9% | -11.2% | -7.4% |
| 1Y | +10.0% | +11.3% | -1.3% | +1.9% |
| 3Y | -7.8% | +76.9% | -84.7% | -39.5% |
| 5Y | -18.5% | +73.5% | -92.0% | -45.9% |
| All | -18.5% | +72.8% | -91.3% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling