+50.4%
ZTS vs IR
+336.9%
-286.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | -0.6% | +1.5% | -2.2% | -1.0% |
| 30D | +11.0% | +9.0% | +1.9% | +8.1% |
| 3M | +10.9% | -0.9% | +11.8% | +11.0% |
| 6M | +0.9% | +13.4% | -12.5% | -3.2% |
| YTD | -33.0% | +8.5% | -41.4% | -35.2% |
| 1Y | -29.6% | +11.3% | -40.9% | -32.4% |
| 3Y | -49.0% | +26.0% | -75.0% | -53.9% |
| 5Y | -59.5% | +47.9% | -107.4% | -65.5% |
| All | +50.4% | +336.9% | -286.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling