+87.8%
ZTS vs RF
+223.4%
-135.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | +5.6% | +1.9% | +3.6% | +5.1% |
| 30D | +12.1% | +7.3% | +4.8% | +10.3% |
| 3M | +11.3% | -7.9% | +19.2% | +13.5% |
| 6M | +14.3% | +10.5% | +3.8% | +11.4% |
| YTD | -31.9% | +9.6% | -41.5% | -33.5% |
| 1Y | -29.3% | +20.3% | -49.6% | -32.4% |
| 3Y | -48.0% | +119.5% | -167.6% | -57.6% |
| 5Y | -58.9% | +48.2% | -107.1% | -64.0% |
| All | +87.8% | +223.4% | -135.6% | +26.4% |
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