-26.7%
ZTS vs VFC
+52.5%
-79.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.4% | +3.0% | +6.4% |
| 7D | +15.4% | +21.5% | -6.0% | +10.6% |
| 30D | +25.8% | +46.7% | -20.9% | +15.8% |
| 3M | +18.1% | +38.4% | -20.3% | +9.8% |
| 6M | -19.7% | +15.2% | -35.0% | -22.5% |
| YTD | -27.5% | +17.8% | -45.3% | -30.8% |
| 1Y | -26.7% | +55.6% | -82.3% | -35.5% |
| All | -26.7% | +52.5% | -79.2% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling