+79.8%
F vs ZTS
+72.0%
+7.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.6% |
| 7D | +1.6% | -0.4% | +2.0% | +1.5% |
| 30D | +2.6% | +11.7% | -9.1% | -2.2% |
| 3M | -8.8% | +3.5% | -12.3% | -10.7% |
| 6M | +4.6% | -27.6% | +32.3% | +16.4% |
| YTD | -1.9% | -35.5% | +33.6% | +14.8% |
| 1Y | -0.8% | -32.1% | +31.3% | +13.4% |
| 3Y | +43.5% | -49.1% | +92.6% | +80.6% |
| 5Y | -12.1% | -61.0% | +49.0% | +22.8% |
| All | +79.8% | +72.0% | +7.8% | +34.9% |
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