+56.2%
ZTS vs JD
+18.8%
+37.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.7% |
| 7D | -4.8% | -0.8% | -4.0% | -4.7% |
| 30D | +1.2% | -16.0% | +17.3% | +3.8% |
| 3M | -6.0% | -3.2% | -2.8% | -5.7% |
| 6M | -38.7% | +6.1% | -44.8% | -39.5% |
| YTD | -40.6% | -0.1% | -40.5% | -40.9% |
| 1Y | -50.6% | -12.7% | -37.9% | -49.9% |
| 3Y | -58.7% | -6.3% | -52.4% | -60.1% |
| 5Y | -62.8% | -61.3% | -1.5% | -60.4% |
| 10Y | +56.2% | +17.6% | +38.6% | +28.2% |
| All | +56.2% | +18.8% | +37.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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