+87.8%
ZTS vs RMBS
+534.0%
-446.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.5% |
| 7D | +5.6% | +10.3% | -4.8% | +4.2% |
| 30D | +12.1% | -10.7% | +22.8% | +13.2% |
| 3M | +11.3% | -17.2% | +28.5% | +12.9% |
| 6M | +14.3% | -39.0% | +53.3% | +19.1% |
| YTD | -31.9% | -10.5% | -21.4% | -35.2% |
| 1Y | -29.3% | -11.0% | -18.3% | -32.9% |
| 3Y | -48.0% | +31.3% | -79.4% | -57.9% |
| 5Y | -58.9% | +242.8% | -301.7% | -76.6% |
| All | +87.8% | +534.0% | -446.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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