-60.2%
ZTS vs VFC
-67.1%
+6.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.2% |
| 7D | -1.0% | +7.7% | -8.7% | -2.3% |
| 30D | +10.8% | +39.2% | -28.4% | +4.3% |
| 3M | +14.1% | +40.3% | -26.2% | +7.1% |
| 6M | +0.8% | +11.4% | -10.6% | -2.0% |
| YTD | -33.1% | +17.5% | -50.6% | -35.8% |
| 1Y | -30.0% | +45.9% | -75.9% | -35.5% |
| 3Y | -49.5% | +47.3% | -96.8% | -57.9% |
| 5Y | -60.2% | -67.2% | +7.0% | -53.6% |
| All | -60.2% | -67.1% | +6.9% | -53.6% |
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