+58.8%
ZTS vs A
+236.6%
-177.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.4% |
| 7D | -3.8% | -4.4% | +0.6% | -1.6% |
| 30D | -2.0% | -2.7% | +0.6% | -0.8% |
| 3M | -10.2% | +7.0% | -17.2% | -13.7% |
| 6M | -39.4% | +24.6% | -64.0% | -46.8% |
| YTD | -40.8% | +7.0% | -47.8% | -43.9% |
| 1Y | -50.1% | +15.6% | -65.7% | -54.8% |
| 3Y | -58.9% | +29.9% | -88.8% | -66.6% |
| 5Y | -62.4% | -15.4% | -47.0% | -61.6% |
| 10Y | +58.8% | +248.9% | -190.0% | -24.5% |
| All | +58.8% | +236.6% | -177.8% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling