+81.0%
F vs ZTS
+74.0%
+7.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.0% | -0.8% |
| 7D | -0.6% | -1.0% | +0.4% | -0.5% |
| 30D | +2.9% | +10.8% | -7.9% | -1.6% |
| 3M | -9.5% | +14.1% | -23.5% | -14.6% |
| 6M | +4.0% | +0.8% | +3.3% | +2.3% |
| YTD | -1.3% | -33.1% | +31.8% | +13.9% |
| 1Y | -1.9% | -30.0% | +28.1% | +10.7% |
| 3Y | +53.5% | -49.5% | +103.0% | +94.9% |
| 5Y | -15.1% | -60.2% | +45.1% | +17.7% |
| 10Y | +81.0% | +77.0% | +3.9% | +33.8% |
| All | +81.0% | +74.0% | +7.0% | +33.8% |
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