-29.6%
ZTS vs M
+26.3%
-55.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -0.6% | +5.0% | -5.7% | -1.8% |
| 30D | +11.0% | +10.6% | +0.3% | +8.4% |
| 3M | +10.9% | +1.6% | +9.4% | +10.3% |
| 6M | +0.9% | +30.8% | -29.9% | -6.6% |
| YTD | -33.0% | +16.9% | -49.9% | -36.1% |
| 1Y | -29.6% | +26.3% | -55.9% | -36.0% |
| All | -29.6% | +26.3% | -55.9% | -36.0% |
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