+87.8%
ZTS vs D
+48.0%
+39.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +5.6% | -1.4% | +6.9% | +6.1% |
| 30D | +12.1% | +7.7% | +4.3% | +8.9% |
| 3M | +11.3% | -0.3% | +11.6% | +11.4% |
| 6M | +14.3% | +10.1% | +4.2% | +9.8% |
| YTD | -31.9% | +19.1% | -50.9% | -36.8% |
| 1Y | -29.3% | +15.9% | -45.2% | -33.7% |
| 3Y | -48.0% | +75.0% | -123.1% | -59.6% |
| 5Y | -58.9% | +13.4% | -72.3% | -62.0% |
| All | +87.8% | +48.0% | +39.8% | +64.0% |
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