+279.8%
C vs ZTS
+185.1%
+94.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.8% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | -6.0% | +11.7% | -17.7% | -10.2% |
| 3M | -10.5% | +3.5% | -14.0% | -12.4% |
| 6M | -5.7% | -27.6% | +21.9% | +4.4% |
| YTD | +4.1% | -35.5% | +39.6% | +20.9% |
| 1Y | +20.5% | -32.1% | +52.6% | +36.6% |
| 3Y | +208.1% | -49.1% | +257.2% | +282.0% |
| 5Y | +110.4% | -61.0% | +171.5% | +188.2% |
| 10Y | +234.6% | +74.4% | +160.2% | +134.9% |
| All | +279.8% | +185.1% | +94.7% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling