-68.0%
U vs ZTS
-62.4%
-5.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +4.7% |
| 7D | +4.5% | -4.8% | +9.2% | +8.0% |
| 30D | -0.6% | +1.2% | -1.8% | -1.9% |
| 3M | +48.4% | -6.0% | +54.5% | +52.8% |
| 6M | +115.4% | -38.7% | +154.1% | +198.1% |
| YTD | -3.2% | -40.6% | +37.4% | +35.9% |
| 1Y | -6.0% | -50.6% | +44.6% | +53.7% |
| 3Y | +13.5% | -58.7% | +72.2% | +110.0% |
| 5Y | -68.0% | -62.8% | -5.2% | -32.9% |
| All | -68.0% | -62.4% | -5.6% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling