-100.0%
DFNS vs ZTS
-38.3%
-61.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -4.9% |
| 7D | -6.0% | +5.6% | -11.5% | -2.6% |
| 30D | -71.2% | +12.1% | -83.3% | -68.8% |
| 3M | -94.5% | +11.3% | -105.8% | -94.1% |
| 6M | -96.5% | +14.3% | -110.8% | -96.1% |
| YTD | -99.6% | -31.9% | -67.7% | -99.7% |
| 1Y | -99.7% | -29.3% | -70.4% | -99.8% |
| 3Y | -100.0% | -48.0% | -51.9% | -100.0% |
| 5Y | -100.0% | -58.9% | -41.1% | -100.0% |
| All | -100.0% | -38.3% | -61.7% | -100.0% |
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