+85.9%
ZTS vs RF
+219.4%
-133.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +1.0% | +0.4% | +0.7% | +1.0% |
| 30D | +12.4% | +5.6% | +6.9% | +11.0% |
| 3M | +13.6% | -8.9% | +22.4% | +16.1% |
| 6M | +9.3% | +7.1% | +2.2% | +7.3% |
| YTD | -32.6% | +8.3% | -40.9% | -34.0% |
| 1Y | -30.0% | +16.8% | -46.9% | -32.7% |
| 3Y | -48.7% | +115.0% | -163.7% | -57.9% |
| 5Y | -59.3% | +46.4% | -105.7% | -64.2% |
| All | +85.9% | +219.4% | -133.6% | +25.5% |
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