-49.1%
ZTS vs ALLE
+88.9%
-138.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | -0.4% | -0.6% | +0.2% | 0.0% |
| 30D | +11.7% | +25.3% | -13.6% | +3.2% |
| 3M | +3.5% | +10.3% | -6.8% | -0.1% |
| 6M | -27.6% | +38.0% | -65.7% | -36.1% |
| YTD | -35.5% | +17.8% | -53.2% | -39.8% |
| 1Y | -32.1% | +13.6% | -45.7% | -35.8% |
| 3Y | -49.1% | +89.2% | -138.3% | -58.4% |
| All | -49.1% | +88.9% | -138.0% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling