+74.2%
ZTS vs ALLE
+222.4%
-148.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | -0.4% | -0.6% | +0.2% | 0.0% |
| 30D | +11.7% | +25.3% | -13.6% | +1.1% |
| 3M | +3.5% | +10.3% | -6.8% | -1.1% |
| 6M | -27.6% | +38.0% | -65.7% | -37.8% |
| YTD | -35.5% | +17.8% | -53.2% | -40.8% |
| 1Y | -32.1% | +13.6% | -45.7% | -36.7% |
| 3Y | -49.1% | +89.2% | -138.3% | -63.1% |
| 5Y | -61.0% | +51.1% | -112.1% | -69.3% |
| All | +74.2% | +222.4% | -148.2% | +0.4% |
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