-29.7%
ZTS vs M
+25.7%
-55.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | -7.4% | -3.3% | -4.1% | -6.6% |
| 30D | +9.9% | +8.1% | +1.8% | +7.9% |
| 3M | +10.3% | +2.2% | +8.1% | +9.6% |
| 6M | +9.2% | +35.1% | -25.9% | 0.0% |
| YTD | -32.9% | +15.8% | -48.7% | -35.9% |
| 1Y | -29.7% | +25.8% | -55.5% | -36.3% |
| All | -29.7% | +25.7% | -55.4% | -36.3% |
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