+59.0%
ZTS vs RF
+347.6%
-288.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | +1.9% | -3.6% | +5.5% | +2.7% |
| 3M | -4.0% | +8.1% | -12.1% | -5.9% |
| 6M | -39.1% | +11.5% | -50.6% | -40.7% |
| YTD | -38.8% | +15.6% | -54.4% | -41.0% |
| 1Y | -49.6% | +15.7% | -65.2% | -51.4% |
| 3Y | -59.0% | +86.9% | -145.9% | -65.2% |
| 5Y | -61.8% | +89.8% | -151.6% | -68.3% |
| All | +59.0% | +347.6% | -288.6% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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