+311.1%
SPY vs ZTS
+78.1%
+233.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | -7.4% | +6.5% | +1.9% |
| 30D | -2.4% | +9.9% | -12.2% | -6.1% |
| 3M | -1.2% | +10.3% | -11.5% | -5.4% |
| 6M | +3.3% | +9.2% | -5.9% | -1.4% |
| YTD | +12.3% | -32.9% | +45.2% | +28.1% |
| 1Y | +12.4% | -29.7% | +42.2% | +25.4% |
| 3Y | +78.8% | -49.0% | +127.8% | +121.6% |
| 5Y | +75.2% | -59.3% | +134.4% | +138.0% |
| 10Y | +311.1% | +78.9% | +232.2% | +207.0% |
| All | +311.1% | +78.1% | +233.0% | +207.0% |
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