-48.6%
ZTS vs VLTO
+56.4%
-105.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +5.6% | +1.0% | +4.6% | +5.1% |
| 30D | +12.1% | +17.5% | -5.4% | +4.4% |
| 3M | +11.3% | +21.4% | -10.1% | +2.1% |
| 6M | +14.3% | +38.1% | -23.8% | -0.9% |
| YTD | -31.9% | +19.0% | -50.9% | -37.3% |
| 1Y | -29.3% | +20.7% | -49.9% | -35.3% |
| 3Y | -48.0% | +64.3% | -112.3% | -57.8% |
| All | -48.6% | +56.4% | -105.0% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling