+25.3%
F vs ZTS
-50.8%
+76.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.3% | -3.8% |
| 7D | +1.2% | -4.8% | +5.9% | +1.9% |
| 30D | +1.2% | +1.2% | 0.0% | +1.1% |
| 3M | -5.7% | -6.0% | +0.4% | -4.8% |
| 6M | +17.9% | -38.7% | +56.7% | +30.9% |
| YTD | +10.4% | -40.6% | +51.0% | +24.2% |
| 1Y | +25.3% | -50.6% | +75.9% | +48.0% |
| All | +25.3% | -50.8% | +76.2% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling