-62.4%
ZTS vs ACWI
+67.2%
-129.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | -3.8% | 0.0% | -3.7% | -3.7% |
| 30D | -2.0% | -0.6% | -1.4% | -1.6% |
| 3M | -10.2% | +4.3% | -14.5% | -13.8% |
| 6M | -39.4% | +12.7% | -52.1% | -45.8% |
| YTD | -40.8% | +13.9% | -54.7% | -47.6% |
| 1Y | -50.1% | +20.5% | -70.6% | -58.0% |
| 3Y | -58.9% | +76.5% | -135.4% | -76.3% |
| 5Y | -62.4% | +67.5% | -129.9% | -77.7% |
| All | -62.4% | +67.2% | -129.6% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling