-59.2%
ZTS vs QSR
+25.0%
-84.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -4.5% | -4.7% | +0.2% | -3.0% |
| 30D | -3.3% | +4.3% | -7.6% | -4.7% |
| 3M | -9.7% | +5.4% | -15.2% | -11.5% |
| 6M | -38.8% | +8.2% | -47.0% | -40.9% |
| YTD | -41.2% | +14.1% | -55.3% | -44.4% |
| 1Y | -50.3% | +28.1% | -78.4% | -55.2% |
| All | -59.2% | +25.0% | -84.2% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling