-22.7%
U vs ZTS
-43.9%
+21.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +4.6% |
| 7D | +2.6% | +5.6% | -3.0% | -1.0% |
| 30D | +27.6% | +12.1% | +15.5% | +15.9% |
| 3M | +15.3% | +11.3% | +4.1% | +4.8% |
| 6M | +96.4% | +14.3% | +82.1% | +71.9% |
| YTD | +19.6% | -31.9% | +51.4% | +48.3% |
| 1Y | +42.1% | -29.3% | +71.4% | +69.3% |
| 3Y | +87.5% | -48.0% | +135.6% | +169.8% |
| 5Y | -73.1% | -58.9% | -14.3% | -52.1% |
| All | -22.7% | -43.9% | +21.2% | +13.6% |
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 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