+72.2%
V vs ZTS
-61.7%
+133.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | -1.7% | -2.0% | +0.3% | -1.2% |
| 30D | +2.0% | +1.9% | +0.1% | +1.3% |
| 3M | +17.4% | -4.0% | +21.4% | +18.3% |
| 6M | +17.5% | -39.1% | +56.6% | +33.9% |
| YTD | +7.6% | -38.8% | +46.4% | +22.2% |
| 1Y | +7.7% | -49.6% | +57.3% | +30.1% |
| 3Y | +54.7% | -59.0% | +113.6% | +98.3% |
| All | +72.2% | -61.7% | +133.9% | +111.7% |
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