+13.1%
ZTS vs DBX
+15.6%
-2.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +5.6% | -3.3% | +8.8% | +6.2% |
| 30D | +12.1% | -5.9% | +18.0% | +13.4% |
| 3M | +11.3% | -6.7% | +18.0% | +12.6% |
| 6M | +14.3% | +28.0% | -13.7% | +7.8% |
| YTD | -31.9% | +20.6% | -52.5% | -35.4% |
| 1Y | -29.3% | +10.3% | -39.6% | -31.6% |
| 3Y | -48.0% | +24.0% | -72.1% | -52.5% |
| 5Y | -58.9% | +24.2% | -83.1% | -63.2% |
| All | +13.1% | +15.6% | -2.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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