+174.6%
ZTS vs VO
+352.8%
-178.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.0% | -0.3% | -1.7% | -1.8% |
| 30D | +1.9% | -0.3% | +2.2% | +2.1% |
| 3M | -4.0% | +2.9% | -6.9% | -6.6% |
| 6M | -39.1% | +9.3% | -48.5% | -43.6% |
| YTD | -38.8% | +14.2% | -53.0% | -45.3% |
| 1Y | -49.6% | +15.3% | -64.8% | -55.2% |
| 3Y | -59.0% | +56.2% | -115.2% | -72.1% |
| 5Y | -61.8% | +42.4% | -104.2% | -72.0% |
| 10Y | +61.4% | +194.7% | -133.3% | -37.0% |
| All | +174.6% | +352.8% | -178.2% | -20.7% |
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 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