-62.8%
ZTS vs VMC
+52.4%
-115.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.3% | -2.4% |
| 7D | -4.8% | -0.5% | -4.2% | -4.6% |
| 30D | +1.2% | -9.1% | +10.3% | +4.6% |
| 3M | -6.0% | -4.1% | -1.9% | -4.9% |
| 6M | -38.7% | -5.5% | -33.2% | -37.6% |
| YTD | -40.6% | -8.9% | -31.7% | -39.1% |
| 1Y | -50.6% | -12.9% | -37.7% | -48.6% |
| 3Y | -58.7% | +22.1% | -80.9% | -63.5% |
| 5Y | -62.8% | +52.7% | -115.5% | -70.8% |
| All | -62.8% | +52.4% | -115.2% | -70.8% |
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