+59.0%
ZTS vs P
+705.1%
-646.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -2.0% | +6.5% | -8.5% | -2.8% |
| 30D | +1.9% | +18.8% | -16.9% | -0.6% |
| 3M | -4.0% | +26.7% | -30.7% | -7.8% |
| 6M | -39.1% | +62.2% | -101.3% | -44.1% |
| YTD | -38.8% | +48.5% | -87.3% | -43.4% |
| 1Y | -49.6% | +26.4% | -76.0% | -52.8% |
| 3Y | -59.0% | +159.4% | -218.4% | -68.1% |
| 5Y | -61.8% | +275.8% | -337.6% | -73.0% |
| All | +59.0% | +705.1% | -646.1% | -3.4% |
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