-58.7%
ZTS vs VMC
+42.8%
-101.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +5.6% | -1.3% | +6.8% | +6.1% |
| 30D | +12.1% | +15.5% | -3.4% | +6.6% |
| 3M | +11.3% | +0.6% | +10.7% | +11.1% |
| 6M | +14.3% | +2.1% | +12.2% | +13.0% |
| YTD | -31.9% | -1.6% | -30.3% | -32.0% |
| 1Y | -29.3% | -1.2% | -28.1% | -29.5% |
| 3Y | -48.0% | +35.3% | -83.4% | -56.0% |
| All | -58.7% | +42.8% | -101.6% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling