+59.6%
SCHW vs ZTS
-63.0%
+122.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.9% |
| 7D | -2.8% | -4.5% | +1.7% | -1.6% |
| 30D | -0.1% | -3.3% | +3.3% | +0.7% |
| 3M | +20.6% | -9.7% | +30.3% | +23.3% |
| 6M | +15.9% | -38.8% | +54.8% | +30.5% |
| YTD | +8.5% | -41.2% | +49.7% | +23.3% |
| 1Y | +17.8% | -50.3% | +68.1% | +39.7% |
| 3Y | +88.5% | -59.1% | +147.7% | +133.4% |
| All | +59.6% | -63.0% | +122.7% | +93.2% |
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