+77.0%
ZTS vs AA
+45.1%
+32.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.7% |
| 7D | -0.6% | +1.2% | -1.9% | -0.8% |
| 30D | +11.0% | -5.0% | +16.0% | +11.6% |
| 3M | +10.9% | -22.2% | +33.2% | +14.1% |
| 6M | +0.9% | -36.3% | +37.3% | +5.5% |
| YTD | -33.0% | -24.2% | -8.8% | -32.0% |
| 1Y | -29.6% | +3.9% | -33.5% | -31.6% |
| 3Y | -49.0% | +67.6% | -116.6% | -55.0% |
| 5Y | -59.5% | -8.8% | -50.7% | -62.6% |
| 10Y | +77.0% | +45.0% | +32.1% | +32.5% |
| All | +77.0% | +45.1% | +32.0% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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