-62.4%
ZTS vs RMBS
+269.8%
-332.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -3.8% | +3.5% | -7.2% | -4.0% |
| 30D | -2.0% | -8.6% | +6.6% | -1.5% |
| 3M | -10.2% | -40.3% | +30.1% | -6.9% |
| 6M | -39.4% | -1.0% | -38.4% | -41.2% |
| YTD | -40.8% | -4.6% | -36.2% | -42.7% |
| 1Y | -50.1% | +17.6% | -67.7% | -53.2% |
| 3Y | -58.9% | +58.6% | -117.5% | -65.1% |
| 5Y | -62.4% | +270.9% | -333.3% | -76.9% |
| All | -62.4% | +269.8% | -332.2% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling