+74.2%
ZTS vs P
+713.7%
-639.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.7% |
| 7D | -0.4% | -23.8% | +23.4% | +2.6% |
| 30D | +11.7% | -36.6% | +48.3% | +17.2% |
| 3M | +3.5% | +10.9% | -7.4% | +0.5% |
| 6M | -27.6% | +30.0% | -57.6% | -32.1% |
| YTD | -35.5% | +44.4% | -79.9% | -40.9% |
| 1Y | -32.1% | +3.9% | -36.0% | -35.3% |
| 3Y | -49.1% | +176.6% | -225.7% | -61.5% |
| 5Y | -61.0% | +249.3% | -310.3% | -72.6% |
| All | +74.2% | +713.7% | -639.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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