-26.7%
ZTS vs VMC
+3.7%
-30.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.6% | +2.9% | +5.6% |
| 7D | +15.4% | +12.3% | +3.1% | +10.5% |
| 30D | +25.8% | +21.2% | +4.5% | +17.1% |
| 3M | +18.1% | +4.6% | +13.5% | +15.5% |
| 6M | -19.7% | +3.9% | -23.6% | -20.8% |
| YTD | -27.5% | +5.0% | -32.5% | -30.4% |
| 1Y | -26.7% | +2.6% | -29.3% | -29.2% |
| All | -26.7% | +3.7% | -30.4% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling