+56.5%
ZTS vs IT
+91.9%
-35.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.1% |
| 7D | -3.8% | -9.1% | +5.4% | -1.2% |
| 30D | -2.0% | -12.2% | +10.1% | +1.4% |
| 3M | -10.2% | +7.8% | -18.0% | -13.7% |
| 6M | -39.4% | +2.0% | -41.4% | -41.5% |
| YTD | -40.8% | -32.7% | -8.1% | -35.3% |
| 1Y | -50.1% | -31.1% | -19.0% | -46.1% |
| 3Y | -58.9% | -52.1% | -6.8% | -51.3% |
| 5Y | -62.4% | -46.3% | -16.1% | -57.9% |
| All | +56.5% | +91.9% | -35.4% | +20.9% |
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