+78.9%
ZTS vs D
+47.5%
+31.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -7.4% | -2.4% | -5.0% | -6.5% |
| 30D | +9.9% | +9.0% | +0.9% | +6.3% |
| 3M | +10.3% | +1.0% | +9.4% | +9.9% |
| 6M | +9.2% | +11.0% | -1.8% | +4.5% |
| YTD | -32.9% | +19.8% | -52.7% | -37.9% |
| 1Y | -29.7% | +16.0% | -45.7% | -34.2% |
| 3Y | -49.0% | +74.4% | -123.3% | -60.2% |
| 5Y | -59.3% | +13.5% | -72.8% | -62.3% |
| 10Y | +78.9% | +48.4% | +30.6% | +53.1% |
| All | +78.9% | +47.5% | +31.5% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling