-48.0%
ZTS vs IR
+25.2%
-73.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +5.6% | +2.5% | +3.0% | +4.9% |
| 30D | +12.1% | +9.2% | +2.9% | +9.3% |
| 3M | +11.3% | +0.9% | +10.3% | +10.8% |
| 6M | +14.3% | +19.2% | -4.9% | +8.1% |
| YTD | -31.9% | +7.5% | -39.4% | -33.8% |
| 1Y | -29.3% | +11.7% | -41.0% | -32.0% |
| 3Y | -48.0% | +23.9% | -72.0% | -55.7% |
| All | -48.0% | +25.2% | -73.2% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling