+174.6%
ZTS vs RMBS
+1,442.6%
-1,268.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.8% |
| 7D | -2.0% | -0.3% | -1.6% | -1.9% |
| 30D | +1.9% | -12.2% | +14.1% | +3.4% |
| 3M | -4.0% | -49.5% | +45.5% | +4.2% |
| 6M | -39.1% | -7.1% | -32.0% | -41.0% |
| YTD | -38.8% | -7.0% | -31.8% | -41.3% |
| 1Y | -49.6% | +13.3% | -62.9% | -53.9% |
| 3Y | -59.0% | +49.2% | -108.2% | -66.7% |
| 5Y | -61.8% | +250.0% | -311.7% | -75.4% |
| 10Y | +61.4% | +495.1% | -433.7% | -13.3% |
| All | +174.6% | +1,442.6% | -1,268.0% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling