-61.2%
ZTS vs IR
+44.3%
-105.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.8% |
| 7D | -0.4% | +3.7% | -4.1% | -1.6% |
| 30D | +11.7% | +7.4% | +4.3% | +8.8% |
| 3M | +3.5% | -5.9% | +9.4% | +5.4% |
| 6M | -27.6% | +5.6% | -33.2% | -29.4% |
| YTD | -35.5% | +4.8% | -40.3% | -37.4% |
| 1Y | -32.1% | +6.9% | -39.0% | -34.7% |
| 3Y | -49.1% | +27.6% | -76.6% | -57.1% |
| All | -61.2% | +44.3% | -105.6% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling