+104.0%
U vs ZTS
-51.4%
+155.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.3% | +8.8% | +6.2% |
| 7D | +36.6% | -0.4% | +37.0% | +35.5% |
| 30D | +13.3% | +11.7% | +1.6% | +9.0% |
| 3M | +26.2% | +3.5% | +22.7% | +23.5% |
| 6M | +88.7% | -27.6% | +116.4% | +102.5% |
| YTD | +16.6% | -35.5% | +52.0% | +29.7% |
| 1Y | +29.0% | -32.1% | +61.0% | +40.3% |
| All | +104.0% | -51.4% | +155.4% | +173.5% |
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 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