+264.0%
SPOT vs ZTS
+0.1%
+263.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.5% | -2.9% |
| 7D | -0.9% | -2.0% | +1.1% | -0.1% |
| 30D | +12.5% | +1.9% | +10.6% | +11.4% |
| 3M | +9.9% | -4.0% | +13.9% | +11.1% |
| 6M | +1.6% | -39.1% | +40.7% | +21.8% |
| YTD | -6.6% | -38.8% | +32.2% | +11.7% |
| 1Y | -22.9% | -49.6% | +26.6% | -0.4% |
| 3Y | +244.3% | -59.0% | +303.2% | +375.3% |
| 5Y | +117.8% | -61.8% | +179.6% | +201.0% |
| All | +264.0% | +0.1% | +263.9% | +248.7% |
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