+944.0%
V vs ZTS
+170.4%
+773.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.7% |
| 7D | -1.7% | -2.0% | +0.3% | -0.9% |
| 30D | +2.0% | +1.9% | +0.1% | +0.9% |
| 3M | +17.4% | -4.0% | +21.4% | +18.7% |
| 6M | +17.5% | -39.1% | +56.6% | +41.2% |
| YTD | +7.6% | -38.8% | +46.4% | +28.7% |
| 1Y | +7.7% | -49.6% | +57.3% | +39.3% |
| 3Y | +54.7% | -59.0% | +113.6% | +114.4% |
| 5Y | +73.0% | -61.8% | +134.8% | +142.7% |
| 10Y | +390.9% | +61.4% | +329.4% | +278.5% |
| All | +944.0% | +170.4% | +773.6% | +588.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling