+69.4%
F vs ZTS
+77.9%
-8.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +1.0% | -0.6% | +1.6% | +0.9% |
| 30D | +2.1% | +11.0% | -8.8% | -2.4% |
| 3M | -10.3% | +10.9% | -21.2% | -14.4% |
| 6M | +3.3% | +0.9% | +2.3% | +1.5% |
| YTD | -2.0% | -33.0% | +31.0% | +13.0% |
| 1Y | -2.3% | -29.6% | +27.3% | +10.1% |
| 3Y | +49.9% | -49.0% | +98.9% | +89.5% |
| 5Y | -12.5% | -59.5% | +47.0% | +20.4% |
| All | +69.4% | +77.9% | -8.5% | +22.6% |
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 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