+87.8%
ZTS vs ROST
+300.7%
-212.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +1.8% |
| 7D | +5.6% | +0.3% | +5.3% | +5.5% |
| 30D | +12.1% | +0.5% | +11.6% | +12.1% |
| 3M | +11.3% | -5.2% | +16.5% | +13.2% |
| 6M | +14.3% | +9.8% | +4.5% | +10.6% |
| YTD | -31.9% | +29.4% | -61.3% | -37.2% |
| 1Y | -29.3% | +44.4% | -73.6% | -37.0% |
| 3Y | -48.0% | +95.0% | -143.0% | -58.4% |
| 5Y | -58.9% | +111.9% | -170.7% | -68.7% |
| All | +87.8% | +300.7% | -212.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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