-62.3%
ZTS vs AGG
-2.6%
-59.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -3.7% | -1.1% | -2.7% | -2.8% |
| 30D | -0.8% | -1.1% | +0.4% | +0.3% |
| 3M | -9.7% | -1.9% | -7.8% | -8.1% |
| 6M | -38.4% | -1.7% | -36.7% | -37.3% |
| YTD | -41.1% | -1.3% | -39.8% | -40.2% |
| 1Y | -50.6% | -0.7% | -49.9% | -50.1% |
| 3Y | -59.1% | +12.5% | -71.6% | -62.8% |
| All | -62.3% | -2.6% | -59.8% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling