+77.0%
ZTS vs ACWI
+226.8%
-149.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +1.3% |
| 7D | -1.0% | +0.3% | -1.4% | -1.1% |
| 30D | +10.8% | -2.8% | +13.6% | +13.8% |
| 3M | +14.1% | -3.2% | +17.2% | +17.4% |
| 6M | +0.8% | +1.3% | -0.5% | -1.1% |
| YTD | -33.1% | +11.2% | -44.3% | -39.8% |
| 1Y | -30.0% | +13.8% | -43.8% | -38.4% |
| 3Y | -49.5% | +76.2% | -125.7% | -71.2% |
| 5Y | -60.2% | +59.5% | -119.7% | -75.0% |
| 10Y | +77.0% | +222.2% | -145.2% | -44.8% |
| All | +77.0% | +226.8% | -149.8% | -44.8% |
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