+174.6%
ZTS vs INDA
+110.5%
+64.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +0.7% | -2.7% | -2.3% |
| 30D | +1.9% | -0.8% | +2.7% | +2.3% |
| 3M | -4.0% | +3.9% | -7.9% | -5.8% |
| 6M | -39.1% | -0.7% | -38.4% | -39.0% |
| YTD | -38.8% | -7.7% | -31.1% | -36.6% |
| 1Y | -49.6% | -5.1% | -44.5% | -48.5% |
| 3Y | -59.0% | +13.6% | -72.6% | -61.6% |
| 5Y | -61.8% | +7.8% | -69.6% | -63.5% |
| 10Y | +61.4% | +84.6% | -23.2% | +17.6% |
| All | +174.6% | +110.5% | +64.2% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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