+174.6%
ZTS vs D
+114.8%
+59.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.0% | +1.5% | -3.4% | -2.5% |
| 30D | +1.9% | -2.6% | +4.5% | +2.8% |
| 3M | -4.0% | 0.0% | -4.0% | -4.1% |
| 6M | -39.1% | +7.4% | -46.5% | -40.9% |
| YTD | -38.8% | +15.9% | -54.7% | -42.3% |
| 1Y | -49.6% | +18.1% | -67.7% | -53.0% |
| 3Y | -59.0% | +58.4% | -117.4% | -66.2% |
| 5Y | -61.8% | +5.2% | -67.0% | -63.5% |
| 10Y | +61.4% | +35.9% | +25.6% | +40.9% |
| All | +174.6% | +114.8% | +59.9% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling