+56.2%
ZTS vs D
+35.9%
+20.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -3.2% |
| 7D | -4.8% | +0.8% | -5.5% | -5.1% |
| 30D | +1.2% | -0.7% | +2.0% | +1.5% |
| 3M | -6.0% | +2.1% | -8.1% | -6.9% |
| 6M | -38.7% | +6.8% | -45.6% | -40.6% |
| YTD | -40.6% | +16.5% | -57.2% | -44.4% |
| 1Y | -50.6% | +19.2% | -69.7% | -54.3% |
| 3Y | -58.7% | +61.9% | -120.6% | -66.9% |
| 5Y | -62.8% | +6.5% | -69.4% | -64.7% |
| 10Y | +56.2% | +35.3% | +20.9% | +36.7% |
| All | +56.2% | +35.9% | +20.3% | +36.7% |
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