+74.2%
ZTS vs FIVE
+563.4%
-489.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +11.7% | +17.7% | -5.9% | +8.2% |
| 3M | +3.5% | +4.0% | -0.5% | +2.4% |
| 6M | -27.6% | +2.6% | -30.2% | -28.4% |
| YTD | -35.5% | +27.6% | -63.0% | -39.0% |
| 1Y | -32.1% | +59.9% | -92.0% | -38.7% |
| 3Y | -49.1% | +35.8% | -84.9% | -54.7% |
| 5Y | -61.0% | +14.4% | -75.5% | -65.1% |
| All | +74.2% | +563.4% | -489.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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