+87.8%
ZTS vs B
+216.6%
-128.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +5.6% | -7.3% | +12.9% | +6.3% |
| 30D | +12.1% | -3.3% | +15.4% | +12.3% |
| 3M | +11.3% | -7.8% | +19.0% | +11.8% |
| 6M | +14.3% | -15.5% | +29.9% | +15.5% |
| YTD | -31.9% | -12.3% | -19.6% | -31.8% |
| 1Y | -29.3% | +5.4% | -34.6% | -30.7% |
| 3Y | -48.0% | +165.5% | -213.6% | -54.6% |
| 5Y | -58.9% | +107.0% | -165.9% | -63.7% |
| All | +87.8% | +216.6% | -128.8% | +64.2% |
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