-62.4%
ZTS vs VFC
-78.7%
+16.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | -10.2% | -23.7% | +13.5% | -6.4% |
| 6M | -39.4% | -24.5% | -15.0% | -36.8% |
| YTD | -40.8% | -27.8% | -13.0% | -37.9% |
| 1Y | -50.1% | -13.5% | -36.7% | -49.6% |
| 3Y | -58.9% | -27.1% | -31.8% | -60.8% |
| 5Y | -62.4% | -79.0% | +16.7% | -53.2% |
| All | -62.4% | -78.7% | +16.3% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling