-62.8%
ZTS vs QSR
+40.6%
-103.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -4.5% | -4.7% | +0.2% | -2.8% |
| 30D | -3.3% | +4.3% | -7.6% | -4.9% |
| 3M | -9.7% | +5.4% | -15.2% | -11.7% |
| 6M | -38.8% | +8.2% | -47.0% | -41.1% |
| YTD | -41.2% | +14.1% | -55.3% | -44.6% |
| 1Y | -50.3% | +28.1% | -78.4% | -55.5% |
| 3Y | -59.1% | +25.3% | -84.4% | -63.6% |
| 5Y | -62.8% | +40.4% | -103.2% | -69.7% |
| All | -62.8% | +40.6% | -103.4% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling