+189.6%
ZTS vs M
-1.7%
+191.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.8% |
| 7D | -0.4% | -4.3% | +3.9% | +0.2% |
| 30D | +11.7% | +1.3% | +10.5% | +11.6% |
| 3M | +3.5% | -7.4% | +10.8% | +4.3% |
| 6M | -27.6% | +18.3% | -46.0% | -29.1% |
| YTD | -35.5% | +7.6% | -43.0% | -36.3% |
| 1Y | -32.1% | +17.4% | -49.5% | -33.7% |
| 3Y | -49.1% | +108.4% | -157.4% | -54.5% |
| 5Y | -61.0% | -10.6% | -50.4% | -63.0% |
| 10Y | +74.4% | -3.2% | +77.6% | +47.1% |
| All | +189.6% | -1.7% | +191.2% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling