+55.7%
ZTS vs AGG
+14.2%
+41.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -3.7% | -1.1% | -2.7% | -3.0% |
| 30D | -0.8% | -1.1% | +0.4% | +0.1% |
| 3M | -9.7% | -1.9% | -7.8% | -8.5% |
| 6M | -38.4% | -1.7% | -36.7% | -37.6% |
| YTD | -41.1% | -1.3% | -39.8% | -40.4% |
| 1Y | -50.6% | -0.7% | -49.9% | -50.3% |
| 3Y | -59.1% | +12.5% | -71.6% | -61.9% |
| 5Y | -62.7% | -2.5% | -60.2% | -63.5% |
| All | +55.7% | +14.2% | +41.5% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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