+101.6%
ZTS vs P
+485.4%
-383.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -2.0% | +6.5% | -8.5% | -2.7% |
| 30D | +1.9% | +18.8% | -16.9% | -0.4% |
| 3M | -4.0% | +26.7% | -30.7% | -7.5% |
| 6M | -39.1% | +62.2% | -101.3% | -43.7% |
| YTD | -38.8% | +48.5% | -87.3% | -43.1% |
| 1Y | -49.6% | +26.4% | -76.0% | -52.6% |
| 3Y | -59.0% | +159.4% | -218.4% | -67.3% |
| 5Y | -61.8% | +275.8% | -337.6% | -72.0% |
| 10Y | +61.4% | +732.0% | -670.6% | +3.2% |
| All | +101.6% | +485.4% | -383.8% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling