+55.7%
ZTS vs QSR
+135.2%
-79.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | -0.1% |
| 7D | -3.7% | -4.0% | +0.3% | -2.4% |
| 30D | -0.8% | +2.8% | -3.5% | -1.7% |
| 3M | -9.7% | +5.1% | -14.8% | -11.5% |
| 6M | -38.4% | +8.8% | -47.2% | -40.5% |
| YTD | -41.1% | +14.8% | -55.9% | -44.3% |
| 1Y | -50.6% | +25.7% | -76.3% | -54.9% |
| 3Y | -59.1% | +27.5% | -86.7% | -63.2% |
| 5Y | -62.7% | +41.3% | -104.0% | -68.0% |
| All | +55.7% | +135.2% | -79.4% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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