+174.6%
ZTS vs A
+424.5%
-249.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -2.0% | -1.9% | 0.0% | -1.1% |
| 30D | +1.9% | +6.9% | -5.0% | -1.5% |
| 3M | -4.0% | +9.2% | -13.2% | -8.5% |
| 6M | -39.1% | +25.7% | -64.8% | -46.4% |
| YTD | -38.8% | +11.5% | -50.3% | -43.0% |
| 1Y | -49.6% | +18.4% | -67.9% | -54.6% |
| 3Y | -59.0% | +26.6% | -85.6% | -65.6% |
| 5Y | -61.8% | -12.8% | -48.9% | -61.8% |
| 10Y | +61.4% | +247.2% | -185.7% | -18.3% |
| All | +174.6% | +424.5% | -249.9% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling