+74.2%
ZTS vs ACWI
+219.0%
-144.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -0.4% | -2.4% | +2.0% | +2.0% |
| 30D | +11.7% | -5.2% | +16.9% | +17.3% |
| 3M | +3.5% | -4.8% | +8.3% | +8.1% |
| 6M | -27.6% | -1.3% | -26.3% | -27.2% |
| YTD | -35.5% | +8.4% | -43.9% | -40.6% |
| 1Y | -32.1% | +11.0% | -43.1% | -38.9% |
| 3Y | -49.1% | +70.6% | -119.6% | -70.0% |
| 5Y | -61.0% | +55.3% | -116.3% | -74.9% |
| All | +74.2% | +219.0% | -144.8% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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