+68.4%
T vs ZTS
+56.2%
+12.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -3.1% | -3.8% | +0.7% | -2.2% |
| 30D | +4.6% | -2.0% | +6.6% | +5.0% |
| 3M | +12.2% | -10.2% | +22.4% | +15.0% |
| 6M | -6.5% | -39.4% | +33.0% | +4.5% |
| YTD | +4.9% | -40.8% | +45.7% | +17.7% |
| 1Y | -10.5% | -50.1% | +39.6% | +4.8% |
| 3Y | +104.6% | -58.9% | +163.5% | +148.6% |
| 5Y | +64.2% | -62.4% | +126.6% | +100.8% |
| 10Y | +68.4% | +58.8% | +9.6% | +36.5% |
| All | +68.4% | +56.2% | +12.2% | +36.5% |
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