-29.3%
ZTS vs VFC
+37.3%
-66.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.2% |
| 7D | +5.6% | +1.6% | +3.9% | +5.1% |
| 30D | +12.1% | +25.5% | -13.4% | +6.3% |
| 3M | +11.3% | +41.3% | -30.0% | +2.6% |
| 6M | +14.3% | +22.2% | -7.9% | +7.4% |
| YTD | -31.9% | +16.4% | -48.3% | -35.3% |
| 1Y | -29.3% | +38.4% | -67.7% | -37.2% |
| All | -29.3% | +37.3% | -66.6% | -37.2% |
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