+189.6%
ZTS vs B
+62.4%
+127.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.3% |
| 7D | -0.4% | +9.6% | -10.0% | -0.8% |
| 30D | +11.7% | +3.5% | +8.2% | +11.5% |
| 3M | +3.5% | -1.6% | +5.0% | +3.4% |
| 6M | -27.6% | -1.7% | -26.0% | -27.8% |
| YTD | -35.5% | -5.3% | -30.1% | -35.7% |
| 1Y | -32.1% | +27.2% | -59.3% | -33.4% |
| 3Y | -49.1% | +166.1% | -215.2% | -52.3% |
| 5Y | -61.0% | +136.5% | -197.5% | -63.5% |
| 10Y | +74.4% | +172.2% | -97.8% | +63.2% |
| All | +189.6% | +62.4% | +127.1% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling