+216.1%
C vs ZTS
-48.5%
+264.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +4.7% | +1.0% | +3.7% | +4.5% |
| 30D | +0.2% | +12.4% | -12.2% | -1.8% |
| 3M | -9.3% | +13.6% | -22.9% | -11.3% |
| 6M | -0.8% | +9.3% | -10.2% | -2.7% |
| YTD | +8.5% | -32.6% | +41.1% | +16.9% |
| 1Y | +23.1% | -30.0% | +53.1% | +31.4% |
| All | +216.1% | -48.5% | +264.7% | +259.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling