-26.7%
ZTS vs ALL
+42.7%
-69.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +6.2% |
| 7D | +15.4% | +7.5% | +7.9% | +12.0% |
| 30D | +25.8% | +19.7% | +6.0% | +17.1% |
| 3M | +18.1% | +2.9% | +15.2% | +16.9% |
| 6M | -19.7% | +23.5% | -43.3% | -26.1% |
| YTD | -27.5% | +31.1% | -58.7% | -34.5% |
| 1Y | -26.7% | +40.5% | -67.2% | -36.2% |
| All | -26.7% | +42.7% | -69.4% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling