+57.7%
DIA vs ZTS
-59.3%
+117.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | +1.6% | +1.0% | +0.6% | +1.3% |
| 30D | +1.2% | +12.4% | -11.2% | -1.7% |
| 3M | -2.4% | +13.6% | -16.0% | -5.6% |
| 6M | +5.7% | +9.3% | -3.6% | +2.8% |
| YTD | +9.9% | -32.6% | +42.5% | +20.2% |
| 1Y | +9.8% | -30.0% | +39.8% | +18.7% |
| 3Y | +59.8% | -48.7% | +108.5% | +85.0% |
| 5Y | +57.7% | -59.3% | +117.0% | +83.9% |
| All | +57.7% | -59.3% | +117.0% | +83.9% |
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 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