+78.9%
ZTS vs B
+203.3%
-124.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -7.4% | -2.7% | -4.8% | -7.2% |
| 30D | +9.9% | -4.3% | +14.2% | +10.2% |
| 3M | +10.3% | -2.3% | +12.6% | +10.3% |
| 6M | +9.2% | -16.2% | +25.4% | +10.4% |
| YTD | -32.9% | -8.8% | -24.1% | -33.1% |
| 1Y | -29.7% | +11.4% | -41.1% | -31.5% |
| 3Y | -49.0% | +174.3% | -223.3% | -55.6% |
| 5Y | -59.3% | +116.2% | -175.4% | -64.2% |
| 10Y | +78.9% | +222.7% | -143.8% | +54.8% |
| All | +78.9% | +203.3% | -124.4% | +54.8% |
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