+199.5%
ZTS vs RF
+461.7%
-262.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.1% | -5.8% | -7.4% |
| 7D | +4.9% | -1.6% | +6.5% | +5.4% |
| 30D | +15.9% | +5.0% | +10.9% | +14.6% |
| 3M | +11.1% | -10.0% | +21.1% | +14.0% |
| 6M | -26.0% | +3.3% | -29.4% | -26.7% |
| YTD | -33.3% | +7.9% | -41.2% | -34.6% |
| 1Y | -30.3% | +21.2% | -51.6% | -33.7% |
| 3Y | -47.0% | +105.8% | -152.8% | -56.4% |
| 5Y | -59.7% | +43.7% | -103.4% | -64.6% |
| 10Y | +80.3% | +289.4% | -209.1% | +9.1% |
| All | +199.5% | +461.7% | -262.2% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling