+58.8%
ZTS vs VO
+193.0%
-134.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.4% |
| 7D | -3.8% | -0.6% | -3.2% | -3.3% |
| 30D | -2.0% | -1.9% | -0.1% | -0.4% |
| 3M | -10.2% | +3.3% | -13.5% | -12.8% |
| 6M | -39.4% | +9.7% | -49.1% | -44.0% |
| YTD | -40.8% | +12.6% | -53.4% | -46.5% |
| 1Y | -50.1% | +13.6% | -63.8% | -55.3% |
| 3Y | -58.9% | +56.8% | -115.7% | -72.2% |
| 5Y | -62.4% | +42.3% | -104.6% | -72.5% |
| 10Y | +58.8% | +199.2% | -140.4% | -37.7% |
| All | +58.8% | +193.0% | -134.2% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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