+336.9%
C vs ZTS
+170.4%
+166.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +3.6% | -2.0% | +5.6% | +4.4% |
| 30D | +0.1% | +1.9% | -1.9% | -1.1% |
| 3M | +2.4% | -4.0% | +6.4% | +3.2% |
| 6M | +24.9% | -39.1% | +64.1% | +49.2% |
| YTD | +19.8% | -38.8% | +58.6% | +42.6% |
| 1Y | +44.9% | -49.6% | +94.4% | +85.9% |
| 3Y | +263.0% | -59.0% | +322.0% | +397.8% |
| 5Y | +129.5% | -61.8% | +191.3% | +215.8% |
| 10Y | +291.6% | +61.4% | +230.2% | +183.9% |
| All | +336.9% | +170.4% | +166.6% | +157.5% |
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