+99.1%
V vs ZTS
-61.3%
+160.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.9% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +13.6% | +11.7% | +1.9% | +10.1% |
| 3M | +14.3% | +3.5% | +10.8% | +12.9% |
| 6M | +33.1% | -27.6% | +60.7% | +43.5% |
| YTD | +21.2% | -35.5% | +56.7% | +35.4% |
| 1Y | +26.4% | -32.1% | +58.5% | +38.6% |
| 3Y | +77.6% | -49.1% | +126.7% | +108.1% |
| All | +99.1% | -61.3% | +160.4% | +139.4% |
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 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