+97.6%
META vs ZTS
-59.6%
+157.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | -10.8% | +11.0% | -21.7% | -14.7% |
| 3M | +7.9% | +10.9% | -3.0% | +2.8% |
| 6M | +5.4% | +0.9% | +4.5% | +3.8% |
| YTD | -2.6% | -33.0% | +30.4% | +12.8% |
| 1Y | +1.9% | -29.6% | +31.5% | +14.8% |
| 3Y | +97.0% | -49.0% | +146.0% | +147.8% |
| All | +97.6% | -59.6% | +157.2% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling