-62.8%
ZTS vs DTE
+31.2%
-94.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -4.5% | -2.0% | -2.5% | -3.7% |
| 30D | -3.3% | -2.4% | -0.9% | -2.4% |
| 3M | -9.7% | -7.3% | -2.4% | -7.1% |
| 6M | -38.8% | -7.6% | -31.2% | -37.0% |
| YTD | -41.2% | +5.8% | -47.0% | -42.9% |
| 1Y | -50.3% | +2.3% | -52.6% | -51.1% |
| 3Y | -59.1% | +45.0% | -104.2% | -66.0% |
| 5Y | -62.8% | +33.2% | -96.0% | -66.6% |
| All | -62.8% | +31.2% | -94.0% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling