+87.8%
ZTS vs ACWI
+224.5%
-136.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.3% |
| 7D | +5.6% | +2.4% | +3.1% | +3.3% |
| 30D | +12.1% | -1.7% | +13.8% | +13.9% |
| 3M | +11.3% | -3.9% | +15.2% | +15.4% |
| 6M | +14.3% | +0.8% | +13.5% | +12.7% |
| YTD | -31.9% | +11.0% | -42.9% | -38.7% |
| 1Y | -29.3% | +13.1% | -42.3% | -37.4% |
| 3Y | -48.0% | +73.9% | -121.9% | -69.9% |
| 5Y | -58.9% | +59.0% | -117.9% | -74.1% |
| All | +87.8% | +224.5% | -136.7% | -40.9% |
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