-81.1%
PATH vs ZTS
-48.4%
-32.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.9% | +4.2% | +0.8% |
| 7D | -5.6% | +4.9% | -10.5% | -8.5% |
| 30D | -0.7% | +15.9% | -16.6% | -9.3% |
| 3M | -5.9% | +11.1% | -17.0% | -12.5% |
| 6M | +21.6% | -26.0% | +47.6% | +39.8% |
| YTD | -20.6% | -33.3% | +12.6% | -2.8% |
| 1Y | -10.6% | -30.3% | +19.7% | +5.3% |
| 3Y | -24.9% | -47.0% | +22.2% | +2.7% |
| 5Y | -76.8% | -59.7% | -17.1% | -62.4% |
| All | -81.1% | -48.4% | -32.8% | -69.1% |
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