+174.6%
ZTS vs FIVE
+576.7%
-402.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.6% |
| 7D | -2.0% | +4.3% | -6.2% | -2.8% |
| 30D | +1.9% | +12.5% | -10.6% | -0.5% |
| 3M | -4.0% | +31.2% | -35.2% | -9.0% |
| 6M | -39.1% | +14.4% | -53.5% | -41.0% |
| YTD | -38.8% | +33.9% | -72.7% | -42.4% |
| 1Y | -49.6% | +65.1% | -114.6% | -54.4% |
| 3Y | -59.0% | +49.0% | -107.9% | -63.9% |
| 5Y | -61.8% | +30.3% | -92.1% | -66.4% |
| 10Y | +61.4% | +481.1% | -419.7% | +8.8% |
| All | +174.6% | +576.7% | -402.1% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling