+174.6%
ZTS vs VIG
+396.3%
-221.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | -2.0% | -0.4% | -1.5% | -1.6% |
| 30D | +1.9% | -1.0% | +2.9% | +3.0% |
| 3M | -4.0% | +2.8% | -6.8% | -6.7% |
| 6M | -39.1% | +8.2% | -47.3% | -43.7% |
| YTD | -38.8% | +11.0% | -49.8% | -44.9% |
| 1Y | -49.6% | +16.1% | -65.7% | -56.6% |
| 3Y | -59.0% | +56.2% | -115.1% | -73.9% |
| 5Y | -61.8% | +63.0% | -124.7% | -76.6% |
| 10Y | +61.4% | +241.4% | -180.0% | -51.8% |
| All | +174.6% | +396.3% | -221.7% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling