+29.1%
ABNB vs ZTS
-43.8%
+72.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.7% |
| 7D | -1.7% | +5.6% | -7.3% | -4.0% |
| 30D | +11.8% | +12.1% | -0.3% | +6.2% |
| 3M | +0.9% | +11.3% | -10.4% | -4.0% |
| 6M | +40.5% | +14.3% | +26.2% | +30.8% |
| YTD | +37.6% | -31.9% | +69.5% | +60.3% |
| 1Y | +54.1% | -29.3% | +83.4% | +75.8% |
| 3Y | +56.8% | -48.0% | +104.8% | +101.5% |
| 5Y | -9.6% | -58.9% | +49.3% | +19.3% |
| All | +29.1% | -43.8% | +72.8% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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