+812.6%
ON vs ZTS
+170.4%
+642.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | +2.4% | -2.0% | +4.4% | +3.6% |
| 30D | -3.3% | +1.9% | -5.2% | -5.3% |
| 3M | -43.6% | -4.0% | -39.6% | -43.2% |
| 6M | +19.0% | -39.1% | +58.1% | +53.7% |
| YTD | +37.4% | -38.8% | +76.2% | +76.7% |
| 1Y | +54.8% | -49.6% | +104.3% | +123.5% |
| 3Y | -25.2% | -59.0% | +33.8% | +19.7% |
| 5Y | +62.7% | -61.8% | +124.5% | +170.1% |
| 10Y | +574.3% | +61.4% | +512.9% | +430.2% |
| All | +812.6% | +170.4% | +642.3% | +504.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling