+78.0%
V vs ZTS
-48.0%
+126.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +0.9% | +5.6% | -4.6% | -0.1% |
| 30D | +9.0% | +12.1% | -3.1% | +6.7% |
| 3M | +16.7% | +11.3% | +5.4% | +14.3% |
| 6M | +33.4% | +14.3% | +19.1% | +29.9% |
| YTD | +22.4% | -31.9% | +54.2% | +29.8% |
| 1Y | +27.7% | -29.3% | +56.9% | +34.2% |
| 3Y | +78.0% | -48.0% | +126.0% | +101.4% |
| All | +78.0% | -48.0% | +126.0% | +101.4% |
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