+1,075.1%
V vs ZTS
+195.6%
+879.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.6% |
| 7D | -0.8% | -1.0% | +0.2% | -0.6% |
| 30D | +9.5% | +10.8% | -1.3% | +4.7% |
| 3M | +16.7% | +14.1% | +2.6% | +10.0% |
| 6M | +32.9% | +0.8% | +32.2% | +31.0% |
| YTD | +21.1% | -33.1% | +54.2% | +39.2% |
| 1Y | +26.6% | -30.0% | +56.6% | +42.4% |
| 3Y | +78.4% | -49.5% | +127.9% | +124.6% |
| 5Y | +105.5% | -60.2% | +165.7% | +184.5% |
| 10Y | +444.2% | +77.0% | +367.2% | +303.2% |
| All | +1,075.1% | +195.6% | +879.5% | +644.4% |
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 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