+64.1%
DIA vs ZTS
-62.4%
+126.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.8% | -0.4% |
| 7D | +0.1% | -4.8% | +4.8% | +1.2% |
| 30D | -2.1% | +1.2% | -3.3% | -2.5% |
| 3M | +4.2% | -6.0% | +10.2% | +5.3% |
| 6M | +11.9% | -38.7% | +50.6% | +25.3% |
| YTD | +10.8% | -40.6% | +51.4% | +25.1% |
| 1Y | +17.5% | -50.6% | +68.1% | +39.4% |
| 3Y | +59.9% | -58.7% | +118.7% | +97.2% |
| 5Y | +64.1% | -62.8% | +127.0% | +100.6% |
| All | +64.1% | -62.4% | +126.6% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling