+629.3%
ON vs ZTS
+58.7%
+570.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.4% | +8.4% |
| 7D | +2.4% | -3.7% | +6.1% | +4.9% |
| 30D | -8.6% | -0.8% | -7.8% | -8.7% |
| 3M | -34.3% | -9.7% | -24.6% | -31.1% |
| 6M | +28.5% | -38.4% | +66.9% | +68.2% |
| YTD | +40.6% | -41.1% | +81.7% | +89.8% |
| 1Y | +55.3% | -50.6% | +105.9% | +135.6% |
| 3Y | -22.2% | -59.1% | +37.0% | +30.3% |
| 5Y | +62.4% | -62.7% | +125.1% | +188.1% |
| All | +629.3% | +58.7% | +570.6% | +448.8% |
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