-99.9%
DFNS vs ZTS
-46.2%
-53.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -2.7% |
| 7D | +0.8% | -4.8% | +5.6% | -2.4% |
| 30D | -73.2% | +1.2% | -74.5% | -72.9% |
| 3M | -72.4% | -6.0% | -66.4% | -73.0% |
| 6M | -95.2% | -38.7% | -56.5% | -96.6% |
| YTD | -98.0% | -40.6% | -57.4% | -98.6% |
| 1Y | -98.3% | -50.6% | -47.7% | -99.0% |
| 3Y | -99.9% | -58.7% | -41.1% | -99.9% |
| 5Y | -99.9% | -62.8% | -37.0% | -99.9% |
| All | -99.9% | -46.2% | -53.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling