+55.7%
ZTS vs MET
+249.3%
-193.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -3.7% | -0.5% | -3.3% | -3.6% |
| 30D | -0.8% | +0.5% | -1.3% | -1.0% |
| 3M | -9.7% | +11.6% | -21.3% | -13.1% |
| 6M | -38.4% | +40.8% | -79.2% | -45.1% |
| YTD | -41.1% | +25.7% | -66.8% | -45.5% |
| 1Y | -50.6% | +24.4% | -75.0% | -54.3% |
| 3Y | -59.1% | +67.5% | -126.6% | -66.3% |
| 5Y | -62.7% | +85.8% | -148.5% | -70.7% |
| All | +55.7% | +249.3% | -193.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling