-50.8%
ZTS vs QS
-47.4%
-3.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -4.5% | -5.0% | +0.5% | -4.3% |
| 30D | -3.3% | -18.3% | +15.0% | -2.7% |
| 3M | -9.7% | -26.0% | +16.3% | -9.0% |
| 6M | -38.8% | -24.0% | -14.8% | -38.5% |
| YTD | -41.2% | -50.3% | +9.1% | -40.1% |
| 1Y | -50.3% | -38.0% | -12.3% | -50.1% |
| 3Y | -59.1% | -24.6% | -34.5% | -60.5% |
| 5Y | -62.8% | -75.4% | +12.7% | -63.8% |
| All | -50.8% | -47.4% | -3.4% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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