+130.7%
C vs ZTS
-61.7%
+192.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +3.6% | -2.0% | +5.6% | +4.1% |
| 30D | +0.1% | +1.9% | -1.9% | -0.7% |
| 3M | +2.4% | -4.0% | +6.4% | +3.0% |
| 6M | +24.9% | -39.1% | +64.1% | +41.1% |
| YTD | +19.8% | -38.8% | +58.6% | +35.1% |
| 1Y | +44.9% | -49.6% | +94.4% | +72.3% |
| 3Y | +263.0% | -59.0% | +322.0% | +353.3% |
| All | +130.7% | -61.7% | +192.4% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling