+77.0%
ZTS vs JD
+26.7%
+50.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.6% | +5.2% | -5.8% | -1.5% |
| 30D | +11.0% | +4.5% | +6.5% | +10.1% |
| 3M | +10.9% | -15.4% | +26.4% | +13.6% |
| 6M | +0.9% | -6.0% | +7.0% | +1.4% |
| YTD | -33.0% | +2.2% | -35.1% | -33.6% |
| 1Y | -29.6% | -6.7% | -23.0% | -29.3% |
| 3Y | -49.0% | +20.5% | -69.6% | -52.7% |
| 5Y | -59.5% | -58.4% | -1.1% | -57.3% |
| 10Y | +77.0% | +32.5% | +44.6% | +40.7% |
| All | +77.0% | +26.7% | +50.3% | +40.7% |
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