+85.9%
ZTS vs B
+218.7%
-132.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.8% |
| 7D | +1.0% | -6.2% | +7.2% | +1.6% |
| 30D | +12.4% | -6.6% | +19.0% | +13.0% |
| 3M | +13.6% | -7.9% | +21.4% | +14.2% |
| 6M | +9.3% | -16.8% | +26.1% | +10.6% |
| YTD | -32.6% | -11.7% | -20.9% | -32.6% |
| 1Y | -30.0% | +3.5% | -33.5% | -31.3% |
| 3Y | -48.7% | +165.7% | -214.4% | -55.2% |
| 5Y | -59.3% | +108.4% | -167.7% | -64.1% |
| All | +85.9% | +218.7% | -132.8% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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