+250.1%
SPOT vs ZTS
-3.8%
+253.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -6.9% | -4.5% | -2.4% | -5.1% |
| 30D | +4.1% | -3.3% | +7.4% | +5.5% |
| 3M | +3.7% | -9.7% | +13.4% | +7.6% |
| 6M | -1.6% | -38.8% | +37.2% | +17.7% |
| YTD | -10.2% | -41.2% | +31.0% | +9.2% |
| 1Y | -25.9% | -50.3% | +24.4% | -3.8% |
| 3Y | +235.6% | -59.1% | +294.7% | +362.0% |
| 5Y | +110.6% | -62.8% | +173.3% | +194.2% |
| All | +250.1% | -3.8% | +253.9% | +240.8% |
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