-39.0%
U vs ZTS
-49.6%
+10.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | -3.8% | -2.0% | -1.8% | -2.5% |
| 30D | +17.5% | +1.9% | +15.5% | +15.3% |
| 3M | +38.7% | -4.0% | +42.7% | +40.9% |
| 6M | +104.4% | -39.1% | +143.5% | +183.0% |
| YTD | -5.7% | -38.8% | +33.1% | +28.5% |
| 1Y | +3.7% | -49.6% | +53.2% | +64.6% |
| 3Y | +12.3% | -59.0% | +71.3% | +107.9% |
| 5Y | -68.8% | -61.8% | -7.1% | -40.4% |
| All | -39.0% | -49.6% | +10.6% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling