+87.8%
ZTS vs VSAT
-16.2%
+104.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +6.0% | +1.4% |
| 7D | +5.6% | +5.9% | -0.3% | +5.0% |
| 30D | +12.1% | +9.7% | +2.4% | +10.7% |
| 3M | +11.3% | -18.3% | +29.6% | +12.4% |
| 6M | +14.3% | -4.1% | +18.4% | +12.3% |
| YTD | -31.9% | +96.5% | -128.4% | -38.5% |
| 1Y | -29.3% | +89.3% | -118.5% | -36.1% |
| 3Y | -48.0% | +270.1% | -318.1% | -59.9% |
| 5Y | -58.9% | +26.4% | -85.3% | -64.3% |
| All | +87.8% | -16.2% | +104.0% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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