-49.1%
ZTS vs M
+100.8%
-149.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.6% |
| 7D | -0.4% | -4.3% | +3.9% | +0.4% |
| 30D | +11.7% | +1.3% | +10.5% | +11.7% |
| 3M | +3.5% | -7.4% | +10.8% | +4.6% |
| 6M | -27.6% | +18.3% | -46.0% | -29.5% |
| YTD | -35.5% | +7.6% | -43.0% | -36.5% |
| 1Y | -32.1% | +17.4% | -49.5% | -34.0% |
| 3Y | -49.1% | +108.4% | -157.4% | -54.2% |
| All | -49.1% | +100.8% | -149.9% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling