+85.0%
ZTS vs ASX
+1,030.8%
-945.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.6% | -6.5% | -1.0% |
| 7D | -7.4% | +0.8% | -8.3% | -7.9% |
| 30D | +9.9% | -20.4% | +30.3% | +13.3% |
| 3M | +10.3% | -2.1% | +12.5% | +8.7% |
| 6M | +9.2% | +8.2% | +1.0% | +2.6% |
| YTD | -32.9% | +137.3% | -170.2% | -48.0% |
| 1Y | -29.7% | +155.0% | -184.7% | -46.6% |
| 3Y | -49.0% | +397.9% | -446.9% | -68.7% |
| 5Y | -59.3% | +529.2% | -588.5% | -77.3% |
| All | +85.0% | +1,030.8% | -945.8% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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