+174.6%
ZTS vs ACWI
+320.4%
-145.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +0.5% | -2.5% | -2.4% |
| 30D | +1.9% | +0.9% | +1.0% | +1.0% |
| 3M | -4.0% | +2.4% | -6.4% | -6.6% |
| 6M | -39.1% | +12.4% | -51.5% | -45.5% |
| YTD | -38.8% | +15.2% | -54.0% | -46.5% |
| 1Y | -49.6% | +22.7% | -72.3% | -58.3% |
| 3Y | -59.0% | +75.8% | -134.8% | -75.9% |
| 5Y | -61.8% | +67.7% | -129.5% | -76.6% |
| 10Y | +61.4% | +229.0% | -167.6% | -45.8% |
| All | +174.6% | +320.4% | -145.7% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling