+120.1%
F vs ZTS
+170.4%
-50.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 3M | -3.7% | -4.0% | +0.3% | -2.7% |
| 6M | +16.8% | -39.1% | +56.0% | +38.7% |
| YTD | +15.3% | -38.8% | +54.1% | +36.5% |
| 1Y | +31.0% | -49.6% | +80.6% | +66.9% |
| 3Y | +45.4% | -59.0% | +104.4% | +97.7% |
| 5Y | +54.7% | -61.8% | +116.4% | +111.7% |
| 10Y | +98.2% | +61.4% | +36.8% | +58.3% |
| All | +120.1% | +170.4% | -50.2% | +47.2% |
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 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