+87.3%
F vs ZTS
+185.1%
-97.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.5% |
| 7D | +1.6% | -0.4% | +2.0% | +1.5% |
| 30D | +2.6% | +11.7% | -9.1% | -1.9% |
| 3M | -8.8% | +3.5% | -12.3% | -10.5% |
| 6M | +4.6% | -27.6% | +32.3% | +15.5% |
| YTD | -1.9% | -35.5% | +33.6% | +13.4% |
| 1Y | -0.8% | -32.1% | +31.3% | +12.3% |
| 3Y | +43.5% | -49.1% | +92.6% | +77.8% |
| 5Y | -12.1% | -61.0% | +49.0% | +19.4% |
| 10Y | +83.6% | +74.4% | +9.2% | +42.4% |
| All | +87.3% | +185.1% | -97.8% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling