+55.5%
ZTS vs DG
+99.2%
-43.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -4.5% | -6.3% | +1.8% | -3.1% |
| 30D | -3.3% | +2.4% | -5.7% | -3.9% |
| 3M | -9.7% | +12.4% | -22.2% | -12.3% |
| 6M | -38.8% | -14.9% | -23.9% | -37.0% |
| YTD | -41.2% | -6.1% | -35.1% | -40.7% |
| 1Y | -50.3% | +17.9% | -68.2% | -52.7% |
| 3Y | -59.1% | +3.1% | -62.3% | -61.6% |
| 5Y | -62.8% | -38.7% | -24.1% | -59.9% |
| All | +55.5% | +99.2% | -43.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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