+484.0%
V vs ZTS
+80.8%
+403.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.8% |
| 7D | +0.9% | +5.6% | -4.6% | -1.5% |
| 30D | +9.0% | +12.1% | -3.1% | +3.4% |
| 3M | +16.7% | +11.3% | +5.4% | +10.8% |
| 6M | +33.4% | +14.3% | +19.1% | +24.4% |
| YTD | +22.4% | -31.9% | +54.2% | +41.3% |
| 1Y | +27.7% | -29.3% | +56.9% | +44.3% |
| 3Y | +78.0% | -48.0% | +126.0% | +125.2% |
| 5Y | +108.5% | -58.9% | +167.4% | +195.7% |
| All | +484.0% | +80.8% | +403.2% | +261.5% |
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 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