+95.1%
F vs ZTS
+60.9%
+34.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +5.3% | -2.0% | +7.3% | +6.1% |
| 30D | +4.6% | +1.9% | +2.7% | +3.4% |
| 3M | -3.7% | -4.0% | +0.3% | -2.7% |
| 6M | +16.8% | -39.1% | +56.0% | +40.4% |
| YTD | +15.3% | -38.8% | +54.1% | +38.1% |
| 1Y | +31.0% | -49.6% | +80.6% | +69.9% |
| 3Y | +45.4% | -59.0% | +104.4% | +102.6% |
| 5Y | +54.7% | -61.8% | +116.4% | +116.7% |
| All | +95.1% | +60.9% | +34.2% | +60.5% |
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