+50.1%
F vs ZTS
-48.8%
+98.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -2.1% | -7.4% | +5.3% | -0.5% |
| 30D | +3.3% | +9.9% | -6.6% | +0.9% |
| 3M | -11.3% | +10.3% | -21.6% | -13.5% |
| 6M | +5.3% | +9.2% | -3.9% | +2.5% |
| YTD | -2.2% | -32.9% | +30.7% | +8.1% |
| 1Y | -3.5% | -29.7% | +26.2% | +5.1% |
| All | +50.1% | -48.8% | +98.9% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling