+89.8%
ZTS vs QSR
+211.0%
-121.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.2% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | +1.2% | +5.9% | -4.7% | -0.8% |
| 3M | -6.0% | +10.5% | -16.5% | -9.3% |
| 6M | -38.7% | +7.7% | -46.4% | -40.6% |
| YTD | -40.6% | +16.8% | -57.4% | -44.1% |
| 1Y | -50.6% | +30.9% | -81.5% | -55.4% |
| 3Y | -58.7% | +28.2% | -86.9% | -62.8% |
| 5Y | -62.8% | +45.0% | -107.8% | -68.2% |
| 10Y | +56.2% | +127.3% | -71.1% | +9.0% |
| All | +89.8% | +211.0% | -121.1% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling