+166.5%
ZTS vs AGG
+27.1%
+139.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +1.2% | -0.4% | +1.6% | +1.4% |
| 3M | -6.0% | -0.3% | -5.8% | -5.9% |
| 6M | -38.7% | -1.2% | -37.5% | -38.3% |
| YTD | -40.6% | -0.4% | -40.3% | -40.4% |
| 1Y | -50.6% | +0.4% | -51.0% | -50.6% |
| 3Y | -58.7% | +13.4% | -72.2% | -60.9% |
| 5Y | -62.8% | -1.4% | -61.4% | -64.4% |
| 10Y | +56.2% | +14.8% | +41.4% | +59.8% |
| All | +166.5% | +27.1% | +139.4% | +192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling