+37.4%
ZTS vs IR
+288.5%
-251.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | -2.0% | -2.8% | +0.8% | -1.2% |
| 30D | +1.9% | -15.1% | +17.0% | +6.7% |
| 3M | -4.0% | +6.1% | -10.1% | -6.0% |
| 6M | -39.1% | -16.8% | -22.3% | -36.2% |
| YTD | -38.8% | -3.5% | -35.3% | -38.7% |
| 1Y | -49.6% | -3.5% | -46.1% | -49.6% |
| 3Y | -59.0% | +9.5% | -68.5% | -61.3% |
| 5Y | -61.8% | +45.1% | -106.8% | -67.1% |
| All | +37.4% | +288.5% | -251.1% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling