+167.7%
ZTS vs ALLE
+260.9%
-93.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -2.0% | -0.2% | -1.7% | -1.9% |
| 30D | +1.9% | -6.8% | +8.7% | +4.9% |
| 3M | -4.0% | +21.0% | -25.0% | -12.1% |
| 6M | -39.1% | +1.1% | -40.2% | -39.9% |
| YTD | -38.8% | -0.5% | -38.3% | -39.4% |
| 1Y | -49.6% | -7.3% | -42.3% | -48.6% |
| 3Y | -59.0% | +42.3% | -101.2% | -65.9% |
| 5Y | -61.8% | +13.5% | -75.2% | -65.7% |
| 10Y | +61.4% | +144.0% | -82.6% | +1.7% |
| All | +167.7% | +260.9% | -93.2% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling