+202.6%
ZTS vs VO
+352.0%
-149.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +1.2% |
| 7D | +1.0% | +2.9% | -1.9% | -1.4% |
| 30D | +12.4% | +1.0% | +11.4% | +11.7% |
| 3M | +13.6% | -1.7% | +15.3% | +15.4% |
| 6M | +9.3% | +6.7% | +2.6% | +3.3% |
| YTD | -32.6% | +14.0% | -46.6% | -39.6% |
| 1Y | -30.0% | +13.7% | -43.7% | -37.1% |
| 3Y | -48.7% | +65.8% | -114.6% | -66.8% |
| 5Y | -59.3% | +36.6% | -95.9% | -69.1% |
| 10Y | +79.8% | +198.9% | -119.1% | -30.5% |
| All | +202.6% | +352.0% | -149.4% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling