+404.3%
META vs ZTS
+72.0%
+332.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +2.4% |
| 7D | -0.8% | -0.4% | -0.4% | -1.0% |
| 30D | -15.4% | +11.7% | -27.1% | -20.4% |
| 3M | +3.5% | +3.5% | +0.1% | +0.6% |
| 6M | -0.3% | -27.6% | +27.4% | +13.0% |
| YTD | -7.3% | -35.5% | +28.1% | +11.2% |
| 1Y | -1.1% | -32.1% | +31.0% | +15.1% |
| 3Y | +95.1% | -49.1% | +144.1% | +152.5% |
| 5Y | +80.6% | -61.0% | +141.6% | +172.3% |
| All | +404.3% | +72.0% | +332.2% | +266.3% |
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 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