+55.7%
ZTS vs JBL
+1,558.3%
-1,502.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.9% | -1.0% |
| 7D | -3.7% | +2.4% | -6.2% | -4.3% |
| 30D | -0.8% | -13.1% | +12.3% | +2.1% |
| 3M | -9.7% | -15.6% | +5.9% | -7.2% |
| 6M | -38.4% | +24.6% | -63.0% | -42.7% |
| YTD | -41.1% | +39.6% | -80.7% | -47.0% |
| 1Y | -50.6% | +48.6% | -99.2% | -56.6% |
| 3Y | -59.1% | +197.3% | -256.4% | -71.8% |
| 5Y | -62.7% | +413.0% | -475.7% | -78.8% |
| All | +55.7% | +1,558.3% | -1,502.6% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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