+78.9%
ZTS vs FIVE
+535.9%
-457.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -7.4% | -0.5% | -6.9% | -7.3% |
| 30D | +9.9% | +17.4% | -7.5% | +6.5% |
| 3M | +10.3% | +7.0% | +3.3% | +8.7% |
| 6M | +9.2% | +20.5% | -11.3% | +4.3% |
| YTD | -32.9% | +33.1% | -66.0% | -37.2% |
| 1Y | -29.7% | +67.1% | -96.8% | -37.1% |
| 3Y | -49.0% | +41.9% | -90.9% | -55.0% |
| 5Y | -59.3% | +21.1% | -80.3% | -64.0% |
| 10Y | +78.9% | +518.8% | -439.9% | +21.4% |
| All | +78.9% | +535.9% | -457.0% | +21.4% |
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