+87.8%
ZTS vs IT
+90.0%
-2.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.8% |
| 7D | +5.6% | +1.1% | +4.5% | +5.2% |
| 30D | +12.1% | -1.8% | +13.9% | +12.3% |
| 3M | +11.3% | +4.8% | +6.4% | +8.8% |
| 6M | +14.3% | +33.0% | -18.7% | +2.0% |
| YTD | -31.9% | -23.8% | -8.0% | -28.6% |
| 1Y | -29.3% | -16.5% | -12.7% | -28.2% |
| 3Y | -48.0% | -53.6% | +5.6% | -37.2% |
| 5Y | -58.9% | -42.1% | -16.8% | -55.2% |
| All | +87.8% | +90.0% | -2.2% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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