+202.6%
ZTS vs INDA
+117.4%
+85.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +1.0% | +3.1% | -2.0% | -0.4% |
| 30D | +12.4% | +9.1% | +3.3% | +8.0% |
| 3M | +13.6% | +3.2% | +10.4% | +11.9% |
| 6M | +9.3% | +8.5% | +0.8% | +5.1% |
| YTD | -32.6% | -4.6% | -28.0% | -31.2% |
| 1Y | -30.0% | -5.5% | -24.5% | -28.4% |
| 3Y | -48.7% | +16.7% | -65.4% | -52.6% |
| 5Y | -59.3% | +9.0% | -68.3% | -61.4% |
| 10Y | +79.8% | +116.6% | -36.9% | +24.1% |
| All | +202.6% | +117.4% | +85.2% | +97.9% |
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