+525.9%
SPY vs ZTS
+196.1%
+329.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -0.6% | -0.6% | +0.1% | -0.5% |
| 30D | -3.7% | +11.0% | -14.7% | -7.4% |
| 3M | -2.7% | +10.9% | -13.7% | -6.8% |
| 6M | +2.2% | +0.9% | +1.3% | +0.5% |
| YTD | +10.8% | -33.0% | +43.8% | +25.0% |
| 1Y | +11.2% | -29.6% | +40.8% | +22.8% |
| 3Y | +76.5% | -49.0% | +125.5% | +114.9% |
| 5Y | +72.9% | -59.5% | +132.4% | +127.5% |
| 10Y | +304.8% | +77.0% | +227.8% | +219.6% |
| All | +525.9% | +196.1% | +329.9% | +329.2% |
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 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