+77.0%
ZTS vs FIVE
+562.8%
-485.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.6% | +7.3% | -8.0% | -1.9% |
| 30D | +11.0% | +18.1% | -7.1% | +7.4% |
| 3M | +10.9% | +7.7% | +3.2% | +9.1% |
| 6M | +0.9% | +13.6% | -12.7% | -2.4% |
| YTD | -33.0% | +34.6% | -67.6% | -37.4% |
| 1Y | -29.6% | +66.2% | -95.9% | -37.0% |
| 3Y | -49.0% | +43.5% | -92.5% | -55.1% |
| 5Y | -59.5% | +20.7% | -80.2% | -64.1% |
| 10Y | +77.0% | +541.5% | -464.4% | +20.7% |
| All | +77.0% | +562.8% | -485.7% | +20.7% |
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