+77.0%
ZTS vs M
+3.7%
+73.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +2.7% |
| 7D | -1.0% | +2.5% | -3.6% | -1.3% |
| 30D | +10.8% | +10.1% | +0.7% | +9.6% |
| 3M | +14.1% | -0.9% | +15.0% | +14.1% |
| 6M | +0.8% | +30.2% | -29.4% | -2.4% |
| YTD | -33.1% | +16.3% | -49.4% | -34.5% |
| 1Y | -30.0% | +27.0% | -57.0% | -32.2% |
| 3Y | -49.5% | +154.5% | -204.0% | -55.5% |
| 5Y | -60.2% | -1.1% | -59.2% | -62.6% |
| 10Y | +77.0% | +0.5% | +76.5% | +47.2% |
| All | +77.0% | +3.7% | +73.3% | +47.2% |
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