+294.9%
SCHW vs ZTS
+58.7%
+236.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -1.9% | -3.7% | +1.9% | -0.5% |
| 30D | -1.6% | -0.8% | -0.9% | -1.5% |
| 3M | +21.3% | -9.7% | +31.0% | +25.0% |
| 6M | +16.5% | -38.4% | +54.9% | +36.3% |
| YTD | +8.4% | -41.1% | +49.5% | +28.8% |
| 1Y | +15.6% | -50.6% | +66.2% | +45.9% |
| 3Y | +86.8% | -59.1% | +146.0% | +148.2% |
| 5Y | +60.5% | -62.7% | +123.2% | +117.8% |
| All | +294.9% | +58.7% | +236.2% | +211.0% |
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 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