+56.9%
ON vs ZTS
-63.0%
+119.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.9% | -3.8% | +1.9% | 0.0% |
| 30D | -11.0% | -2.0% | -9.0% | -10.6% |
| 3M | -39.3% | -10.2% | -29.1% | -36.6% |
| 6M | +19.8% | -39.4% | +59.2% | +53.9% |
| YTD | +31.1% | -40.8% | +71.9% | +70.7% |
| 1Y | +46.0% | -50.1% | +96.1% | +111.1% |
| 3Y | -27.5% | -58.9% | +31.4% | +15.4% |
| 5Y | +56.9% | -62.4% | +119.3% | +158.7% |
| All | +56.9% | -63.0% | +119.9% | +158.7% |
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