-26.7%
ZTS vs M
+36.6%
-63.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.6% | -0.1% | +5.8% |
| 7D | +15.4% | +8.3% | +7.2% | +13.4% |
| 30D | +25.8% | +14.2% | +11.6% | +22.2% |
| 3M | +18.1% | -1.1% | +19.2% | +17.9% |
| 6M | -19.7% | +36.6% | -56.3% | -25.5% |
| YTD | -27.5% | +19.8% | -47.3% | -31.1% |
| 1Y | -26.7% | +37.2% | -63.9% | -33.7% |
| All | -26.7% | +36.6% | -63.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling