+499.2%
NOW vs ZTS
+72.0%
+427.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +1.4% |
| 7D | -3.0% | -0.4% | -2.6% | -3.1% |
| 30D | -26.0% | +11.7% | -37.8% | -31.0% |
| 3M | -13.1% | +3.5% | -16.6% | -15.8% |
| 6M | +14.5% | -27.6% | +42.1% | +31.5% |
| YTD | -33.4% | -35.5% | +2.0% | -18.2% |
| 1Y | -40.6% | -32.1% | -8.5% | -29.8% |
| 3Y | -16.3% | -49.1% | +32.8% | +11.3% |
| 5Y | -26.3% | -61.0% | +34.7% | +19.7% |
| All | +499.2% | +72.0% | +427.1% | +228.3% |
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