+55.5%
ZTS vs ROST
+308.3%
-252.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -4.5% | -2.5% | -2.0% | -3.7% |
| 30D | -3.3% | -10.3% | +7.0% | 0.0% |
| 3M | -9.7% | -2.6% | -7.2% | -9.3% |
| 6M | -38.8% | +6.5% | -45.4% | -40.1% |
| YTD | -41.2% | +25.9% | -67.1% | -45.4% |
| 1Y | -50.3% | +52.3% | -102.6% | -56.5% |
| 3Y | -59.1% | +94.6% | -153.7% | -67.3% |
| 5Y | -62.8% | +111.1% | -173.9% | -71.7% |
| All | +55.5% | +308.3% | -252.8% | -3.3% |
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