-48.0%
ZTS vs REPL
+97.7%
-145.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +5.6% | +1.2% | +4.3% | +5.6% |
| 30D | +12.1% | +92.2% | -80.1% | +11.7% |
| 3M | +11.3% | +44.1% | -32.8% | +11.0% |
| 6M | +14.3% | +313.0% | -298.7% | +13.4% |
| YTD | -31.9% | +125.2% | -157.1% | -32.3% |
| 1Y | -29.3% | +143.8% | -173.0% | -29.7% |
| 3Y | -48.0% | +104.2% | -152.2% | -52.0% |
| All | -48.0% | +97.7% | -145.8% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling