+523.3%
ON vs ZTS
+80.8%
+442.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.7% | -4.3% |
| 7D | +12.2% | +5.6% | +6.7% | +8.7% |
| 30D | -3.1% | +12.1% | -15.2% | -10.2% |
| 3M | -12.9% | +11.3% | -24.1% | -19.6% |
| 6M | -38.6% | +14.3% | -52.9% | -45.3% |
| YTD | +31.2% | -31.9% | +63.1% | +61.1% |
| 1Y | +47.6% | -29.3% | +76.9% | +75.7% |
| 3Y | +6.6% | -48.0% | +54.7% | +51.5% |
| 5Y | +21.3% | -58.9% | +80.1% | +104.7% |
| All | +523.3% | +80.8% | +442.5% | +212.0% |
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