+174.6%
ZTS vs CAPR
-84.3%
+259.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -2.0% | -2.0% | 0.0% | -2.0% |
| 30D | +1.9% | +139.2% | -137.3% | +1.0% |
| 3M | -4.0% | -66.4% | +62.4% | -3.7% |
| 6M | -39.1% | -63.1% | +24.0% | -39.0% |
| YTD | -38.8% | -67.4% | +28.6% | -38.6% |
| 1Y | -49.6% | +58.2% | -107.8% | -51.2% |
| 3Y | -59.0% | +42.2% | -101.2% | -60.9% |
| 5Y | -61.8% | +87.3% | -149.0% | -64.0% |
| 10Y | +61.4% | -75.3% | +136.7% | +47.2% |
| All | +174.6% | -84.3% | +259.0% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling