+77.0%
ZTS vs VFC
-46.8%
+123.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -0.6% | +3.5% | -4.1% | -1.3% |
| 30D | +11.0% | +38.3% | -27.3% | +3.6% |
| 3M | +10.9% | +40.2% | -29.2% | +3.1% |
| 6M | +0.9% | +10.6% | -9.7% | -2.1% |
| YTD | -33.0% | +16.7% | -49.7% | -36.0% |
| 1Y | -29.6% | +45.0% | -74.6% | -36.0% |
| 3Y | -49.0% | +48.8% | -97.8% | -58.7% |
| 5Y | -59.5% | -67.6% | +8.1% | -51.3% |
| 10Y | +77.0% | -47.5% | +124.6% | +87.3% |
| All | +77.0% | -46.8% | +123.8% | +87.3% |
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