-58.5%
ZTS vs FIVE
+50.0%
-108.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.3% |
| 7D | -2.0% | +4.3% | -6.2% | -2.6% |
| 30D | +1.9% | +12.5% | -10.6% | +0.1% |
| 3M | -4.0% | +31.2% | -35.2% | -7.9% |
| 6M | -39.1% | +14.4% | -53.5% | -40.5% |
| YTD | -38.8% | +33.9% | -72.7% | -41.4% |
| 1Y | -49.6% | +65.1% | -114.6% | -53.1% |
| All | -58.5% | +50.0% | -108.6% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling