-35.8%
ZTS vs ACI
+29.9%
-65.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.9% |
| 7D | -0.4% | -2.2% | +1.8% | -0.1% |
| 30D | +11.7% | +10.3% | +1.4% | +10.8% |
| 3M | +3.5% | +7.2% | -3.7% | +2.8% |
| 6M | -27.6% | -18.0% | -9.6% | -26.6% |
| YTD | -35.5% | -22.0% | -13.5% | -34.4% |
| 1Y | -32.1% | -23.4% | -8.7% | -30.8% |
| 3Y | -49.1% | -35.8% | -13.3% | -47.4% |
| 5Y | -61.0% | -43.7% | -17.4% | -59.9% |
| All | -35.8% | +29.9% | -65.7% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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