+189.6%
ZTS vs RF
+459.7%
-270.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.1% |
| 30D | +11.7% | +6.0% | +5.7% | +10.2% |
| 3M | +3.5% | -8.9% | +12.3% | +5.9% |
| 6M | -27.6% | +2.3% | -30.0% | -28.1% |
| YTD | -35.5% | +7.6% | -43.0% | -36.7% |
| 1Y | -32.1% | +21.2% | -53.3% | -35.3% |
| 3Y | -49.1% | +108.5% | -157.6% | -58.2% |
| 5Y | -61.0% | +43.2% | -104.3% | -65.7% |
| 10Y | +74.4% | +288.1% | -213.7% | +5.6% |
| All | +189.6% | +459.7% | -270.1% | +56.1% |
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