+174.6%
ZTS vs VFC
-45.1%
+219.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.1% |
| 7D | -2.0% | -1.6% | -0.4% | -1.7% |
| 30D | +1.9% | -11.6% | +13.5% | +4.6% |
| 3M | -4.0% | -18.1% | +14.1% | -0.6% |
| 6M | -39.1% | -27.4% | -11.8% | -35.4% |
| YTD | -38.8% | -24.8% | -14.0% | -35.7% |
| 1Y | -49.6% | -8.2% | -41.4% | -49.7% |
| 3Y | -59.0% | -29.1% | -29.9% | -60.8% |
| 5Y | -61.8% | -79.2% | +17.4% | -49.6% |
| 10Y | +61.4% | -68.1% | +129.5% | +74.3% |
| All | +174.6% | -45.1% | +219.7% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling