+55.3%
V vs ZTS
-57.7%
+113.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | -1.7% | -2.0% | +0.3% | -1.4% |
| 30D | +2.0% | +1.9% | +0.1% | +1.5% |
| 3M | +17.4% | -4.0% | +21.4% | +17.9% |
| 6M | +17.5% | -39.1% | +56.6% | +27.5% |
| YTD | +7.6% | -38.8% | +46.4% | +16.6% |
| 1Y | +7.7% | -49.6% | +57.3% | +21.7% |
| All | +55.3% | -57.7% | +113.0% | +78.6% |
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 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