+55.7%
ZTS vs RNG
+222.9%
-167.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -3.7% | -6.1% | +2.3% | -2.8% |
| 30D | -0.8% | +9.6% | -10.4% | -2.2% |
| 3M | -9.7% | +83.3% | -93.1% | -18.5% |
| 6M | -38.4% | +77.9% | -116.3% | -44.6% |
| YTD | -41.1% | +139.9% | -181.0% | -50.3% |
| 1Y | -50.6% | +121.7% | -172.3% | -57.8% |
| 3Y | -59.1% | +121.9% | -181.0% | -66.4% |
| 5Y | -62.7% | -68.4% | +5.6% | -60.5% |
| All | +55.7% | +222.9% | -167.1% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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