+1,088.2%
QQQ vs ZTS
+170.4%
+917.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.4% | -2.0% | +2.3% | +1.1% |
| 30D | +0.2% | +1.9% | -1.7% | -1.0% |
| 3M | -2.8% | -4.0% | +1.2% | -2.1% |
| 6M | +18.0% | -39.1% | +57.1% | +41.1% |
| YTD | +17.3% | -38.8% | +56.1% | +39.6% |
| 1Y | +25.6% | -49.6% | +75.2% | +61.8% |
| 3Y | +93.7% | -59.0% | +152.7% | +166.6% |
| 5Y | +94.2% | -61.8% | +155.9% | +171.6% |
| 10Y | +557.9% | +61.4% | +496.4% | +421.8% |
| All | +1,088.2% | +170.4% | +917.9% | +706.1% |
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 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