-59.1%
ZTS vs MKTX
-25.3%
-33.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -0.8% | +0.7% | -1.5% | -0.8% |
| 3M | -9.7% | +40.8% | -50.5% | -13.1% |
| 6M | -38.4% | -8.0% | -30.4% | -37.2% |
| YTD | -41.1% | -8.7% | -32.4% | -39.9% |
| 1Y | -50.6% | -11.8% | -38.8% | -49.3% |
| 3Y | -59.1% | -24.0% | -35.1% | -58.2% |
| All | -59.1% | -25.3% | -33.9% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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