-48.0%
ZTS vs RMBS
+32.1%
-80.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.1% |
| 7D | +5.6% | +10.3% | -4.8% | +5.3% |
| 30D | +12.1% | -10.7% | +22.8% | +12.2% |
| 3M | +11.3% | -17.2% | +28.5% | +11.5% |
| 6M | +14.3% | -39.0% | +53.3% | +15.4% |
| YTD | -31.9% | -10.5% | -21.4% | -33.2% |
| 1Y | -29.3% | -11.0% | -18.3% | -30.7% |
| 3Y | -48.0% | +31.3% | -79.4% | -51.6% |
| All | -48.0% | +32.1% | -80.1% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling