-37.8%
U vs ZTS
-51.3%
+13.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +4.4% | -3.8% | +8.1% | +7.1% |
| 30D | -1.3% | -2.0% | +0.7% | -0.3% |
| 3M | +49.6% | -10.2% | +59.8% | +59.3% |
| 6M | +100.2% | -39.4% | +139.6% | +176.7% |
| YTD | -3.7% | -40.8% | +37.1% | +34.1% |
| 1Y | -6.5% | -50.1% | +43.6% | +48.6% |
| 3Y | +12.9% | -58.9% | +71.8% | +104.7% |
| 5Y | -68.3% | -62.4% | -5.9% | -38.6% |
| All | -37.8% | -51.3% | +13.5% | +2.8% |
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