+205.7%
ZTS vs VIG
+418.4%
-212.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.6% | +3.5% | +2.1% | +1.9% |
| 30D | +12.1% | +4.9% | +7.1% | +7.1% |
| 3M | +11.3% | +2.5% | +8.8% | +8.9% |
| 6M | +14.3% | +11.0% | +3.3% | +3.0% |
| YTD | -31.9% | +16.0% | -47.8% | -41.1% |
| 1Y | -29.3% | +17.5% | -46.8% | -39.6% |
| 3Y | -48.0% | +67.0% | -115.0% | -69.1% |
| 5Y | -58.9% | +64.8% | -123.7% | -75.1% |
| 10Y | +81.7% | +263.6% | -181.9% | -48.8% |
| All | +205.7% | +418.4% | -212.7% | -35.7% |
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