-58.5%
ZTS vs REPL
-22.6%
-35.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -2.0% | -3.0% | +1.0% | -2.0% |
| 30D | +1.9% | +27.1% | -25.2% | +1.8% |
| 3M | -4.0% | +52.4% | -56.4% | -4.3% |
| 6M | -39.1% | +107.4% | -146.6% | -39.4% |
| YTD | -38.8% | +54.7% | -93.5% | -39.0% |
| 1Y | -49.6% | +158.9% | -208.4% | -50.1% |
| All | -58.5% | -22.6% | -35.9% | -62.3% |
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