-47.5%
COIN vs ZTS
-52.9%
+5.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | -10.6% | -4.5% | -6.1% | -7.7% |
| 30D | +16.0% | -3.3% | +19.3% | +18.3% |
| 3M | +11.9% | -9.7% | +21.6% | +18.1% |
| 6M | -12.3% | -38.8% | +26.5% | +20.7% |
| YTD | -23.8% | -41.2% | +17.4% | +8.2% |
| 1Y | -45.4% | -50.3% | +4.9% | -11.1% |
| 3Y | +109.9% | -59.1% | +169.0% | +280.9% |
| 5Y | -30.6% | -62.8% | +32.1% | +31.6% |
| All | -47.5% | -52.9% | +5.4% | -13.5% |
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