-59.2%
ZTS vs AGG
+12.6%
-71.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | +0.1% |
| 7D | -4.5% | -0.9% | -3.6% | -3.5% |
| 30D | -3.3% | -1.0% | -2.3% | -2.3% |
| 3M | -9.7% | -1.3% | -8.5% | -8.5% |
| 6M | -38.8% | -2.1% | -36.8% | -37.4% |
| YTD | -41.2% | -1.2% | -40.0% | -40.2% |
| 1Y | -50.3% | -0.5% | -49.8% | -49.8% |
| All | -59.2% | +12.6% | -71.8% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling