+85.9%
ZTS vs CAPR
-63.2%
+149.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.7% | +9.2% | +0.5% |
| 7D | +1.0% | +19.1% | -18.0% | +0.8% |
| 30D | +12.4% | +48.8% | -36.4% | +12.0% |
| 3M | +13.6% | +144.4% | -130.8% | +12.5% |
| 6M | +9.3% | -67.5% | +76.8% | +9.6% |
| YTD | -32.6% | -64.5% | +31.9% | -32.5% |
| 1Y | -30.0% | +74.4% | -104.5% | -32.3% |
| 3Y | -48.7% | +265.7% | -314.4% | -52.0% |
| 5Y | -59.3% | +196.0% | -255.3% | -62.1% |
| All | +85.9% | -63.2% | +149.0% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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