+4.6%
ZTS vs REPL
+39.1%
-34.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.6% |
| 7D | -1.0% | +14.2% | -15.2% | -1.5% |
| 30D | +10.8% | +65.9% | -55.1% | +8.9% |
| 3M | +14.1% | +84.6% | -70.5% | +11.7% |
| 6M | +0.8% | +446.9% | -446.2% | -7.2% |
| YTD | -33.1% | +129.0% | -162.1% | -37.8% |
| 1Y | -30.0% | +167.9% | -197.9% | -35.4% |
| 3Y | -49.5% | +93.9% | -143.4% | -58.9% |
| 5Y | -60.2% | -33.0% | -27.3% | -65.3% |
| All | +4.6% | +39.1% | -34.5% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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