-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 | +3.7% | +8.1% | -4.4% | +1.4% |
| 7D | -1.0% | +2.5% | -3.6% | -1.6% |
| 30D | +10.8% | +10.1% | +0.7% | +8.4% |
| 3M | +14.1% | -0.9% | +15.0% | +14.0% |
| 6M | +0.8% | +30.2% | -29.4% | -6.7% |
| YTD | -33.1% | +16.3% | -49.4% | -36.2% |
| All | -29.7% | +25.7% | -55.4% | -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