+620.7%
GEV vs ZTS
-53.0%
+673.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +3.3% | -2.0% | +5.3% | +3.5% |
| 30D | -7.5% | +1.9% | -9.4% | -7.8% |
| 3M | -2.2% | -4.0% | +1.8% | -1.8% |
| 6M | +12.1% | -39.1% | +51.2% | +21.8% |
| YTD | +44.4% | -38.8% | +83.2% | +56.7% |
| 1Y | +57.7% | -49.6% | +107.2% | +75.2% |
| All | +620.7% | -53.0% | +673.7% | +675.5% |
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 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