+79.9%
SPY vs ZTS
-49.6%
+129.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.8% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | -3.3% | +10.8% | -14.1% | -4.8% |
| 3M | -2.4% | +14.1% | -16.5% | -4.4% |
| 6M | +2.6% | +0.8% | +1.8% | +2.2% |
| YTD | +11.2% | -33.1% | +44.3% | +19.3% |
| 1Y | +13.4% | -30.0% | +43.4% | +20.3% |
| 3Y | +79.9% | -49.5% | +129.4% | +104.6% |
| All | +79.9% | -49.6% | +129.5% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling