+433.3%
META vs ZTS
+78.1%
+355.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.2% | -7.4% | +7.2% | +3.4% |
| 30D | -15.4% | +9.9% | -25.3% | -19.7% |
| 3M | +5.0% | +10.3% | -5.3% | -0.9% |
| 6M | +5.2% | +9.2% | -4.0% | -0.9% |
| YTD | -4.5% | -32.9% | +28.4% | +12.6% |
| 1Y | +0.6% | -29.7% | +30.3% | +15.3% |
| 3Y | +93.1% | -49.0% | +142.1% | +151.6% |
| 5Y | +93.7% | -59.3% | +153.0% | +186.0% |
| 10Y | +433.3% | +78.9% | +354.4% | +284.6% |
| All | +433.3% | +78.1% | +355.2% | +284.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling