+174.6%
ZTS vs B
+79.2%
+95.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -2.0% | -1.6% | -0.4% | -1.9% |
| 30D | +1.9% | +9.4% | -7.5% | +1.4% |
| 3M | -4.0% | +5.0% | -9.0% | -4.4% |
| 6M | -39.1% | -3.5% | -35.6% | -39.2% |
| YTD | -38.8% | +4.5% | -43.3% | -39.2% |
| 1Y | -49.6% | +67.8% | -117.3% | -51.3% |
| 3Y | -59.0% | +196.7% | -255.7% | -61.8% |
| 5Y | -61.8% | +151.9% | -213.7% | -64.3% |
| 10Y | +61.4% | +202.2% | -140.7% | +50.5% |
| All | +174.6% | +79.2% | +95.4% | +152.1% |
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