+77.0%
ZTS vs ALLE
+217.2%
-140.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.5% |
| 30D | +11.0% | +25.9% | -15.0% | +0.2% |
| 3M | +10.9% | +14.9% | -3.9% | +4.2% |
| 6M | +0.9% | +42.1% | -41.2% | -14.3% |
| YTD | -33.0% | +20.4% | -53.4% | -39.1% |
| 1Y | -29.6% | +14.9% | -44.5% | -34.7% |
| 3Y | -49.0% | +90.1% | -139.1% | -63.1% |
| 5Y | -59.5% | +53.0% | -112.5% | -68.3% |
| 10Y | +77.0% | +208.8% | -131.8% | +4.7% |
| All | +77.0% | +217.2% | -140.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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