+77.0%
ZTS vs M
-3.0%
+80.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -0.6% | +5.0% | -5.7% | -1.1% |
| 30D | +11.0% | +10.6% | +0.3% | +9.8% |
| 3M | +10.9% | +1.6% | +9.4% | +10.7% |
| 6M | +0.9% | +30.8% | -29.9% | -2.3% |
| YTD | -33.0% | +16.9% | -49.9% | -34.4% |
| 1Y | -29.6% | +26.3% | -55.9% | -31.8% |
| 3Y | -49.0% | +158.6% | -207.6% | -55.2% |
| 5Y | -59.5% | +2.1% | -61.6% | -62.0% |
| 10Y | +77.0% | -4.3% | +81.4% | +47.6% |
| All | +77.0% | -3.0% | +80.1% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling