+58.8%
ZTS vs VFC
-69.4%
+128.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | -3.8% | -2.3% | -1.4% | -3.3% |
| 30D | -2.0% | -13.4% | +11.3% | +1.0% |
| 3M | -10.2% | -23.7% | +13.5% | -5.7% |
| 6M | -39.4% | -24.5% | -15.0% | -36.3% |
| YTD | -40.8% | -27.8% | -13.0% | -37.4% |
| 1Y | -50.1% | -13.5% | -36.7% | -49.6% |
| 3Y | -58.9% | -27.1% | -31.8% | -61.1% |
| 5Y | -62.4% | -79.0% | +16.7% | -50.6% |
| 10Y | +58.8% | -68.7% | +127.6% | +87.4% |
| All | +58.8% | -69.4% | +128.2% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling