+165.6%
ZTS vs MKTX
+391.5%
-225.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.8% | +0.3% | -4.0% | -3.8% |
| 30D | -2.0% | +1.0% | -3.0% | -2.3% |
| 3M | -10.2% | +40.8% | -51.0% | -18.6% |
| 6M | -39.4% | -10.9% | -28.5% | -38.3% |
| YTD | -40.8% | -8.6% | -32.2% | -40.2% |
| 1Y | -50.1% | -11.6% | -38.6% | -49.3% |
| 3Y | -58.9% | -24.5% | -34.4% | -57.7% |
| 5Y | -62.4% | -60.7% | -1.6% | -54.7% |
| 10Y | +58.8% | +5.1% | +53.7% | +47.2% |
| All | +165.6% | +391.5% | -225.9% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling