-62.4%
ZTS vs VIG
+62.2%
-124.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -3.8% | -1.2% | -2.6% | -2.5% |
| 30D | -2.0% | -2.8% | +0.8% | +1.1% |
| 3M | -10.2% | +2.5% | -12.7% | -12.6% |
| 6M | -39.4% | +8.1% | -47.5% | -44.2% |
| YTD | -40.8% | +9.6% | -50.4% | -46.2% |
| 1Y | -50.1% | +14.2% | -64.3% | -56.6% |
| 3Y | -58.9% | +56.1% | -115.0% | -74.9% |
| 5Y | -62.4% | +62.8% | -125.2% | -78.1% |
| All | -62.4% | +62.2% | -124.6% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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