-44.2%
ZTS vs ROIV
+280.9%
-325.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +0.8% |
| 7D | +1.0% | +9.2% | -8.2% | +0.4% |
| 30D | +12.4% | +19.9% | -7.5% | +11.0% |
| 3M | +13.6% | +10.6% | +3.0% | +12.5% |
| 6M | +9.3% | +36.1% | -26.8% | +6.4% |
| YTD | -32.6% | +84.3% | -116.9% | -35.9% |
| 1Y | -30.0% | +87.6% | -117.6% | -33.6% |
| 3Y | -48.7% | +353.9% | -402.6% | -54.6% |
| 5Y | -59.3% | +376.1% | -435.4% | -66.2% |
| All | -44.2% | +280.9% | -325.0% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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