+6.5%
ZTS vs REPL
+36.8%
-30.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +5.6% | +1.2% | +4.3% | +5.5% |
| 30D | +12.1% | +92.2% | -80.1% | +9.7% |
| 3M | +11.3% | +44.1% | -32.8% | +9.8% |
| 6M | +14.3% | +313.0% | -298.7% | +6.6% |
| YTD | -31.9% | +125.2% | -157.1% | -36.6% |
| 1Y | -29.3% | +143.8% | -173.0% | -34.4% |
| 3Y | -48.0% | +104.2% | -152.2% | -58.0% |
| 5Y | -58.9% | -34.5% | -24.3% | -64.1% |
| All | +6.5% | +36.8% | -30.3% | -28.1% |
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