-29.7%
ZTS vs FIVE
+63.1%
-92.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -1.9% | +2.2% |
| 7D | -1.0% | +6.2% | -7.2% | -2.4% |
| 30D | +10.8% | +18.2% | -7.4% | +6.7% |
| 3M | +14.1% | +3.8% | +10.2% | +12.5% |
| 6M | +0.8% | +13.7% | -13.0% | -3.3% |
| YTD | -33.1% | +34.7% | -67.8% | -36.5% |
| All | -29.7% | +63.1% | -92.9% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling