-62.4%
ZTS vs ROST
+108.0%
-170.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | +0.2% |
| 7D | -3.8% | -2.2% | -1.5% | -3.1% |
| 30D | -2.0% | -11.4% | +9.4% | +1.5% |
| 3M | -10.2% | -1.6% | -8.6% | -10.0% |
| 6M | -39.4% | +6.8% | -46.2% | -40.6% |
| YTD | -40.8% | +25.8% | -66.6% | -44.7% |
| 1Y | -50.1% | +52.4% | -102.5% | -55.8% |
| 3Y | -58.9% | +94.4% | -153.3% | -66.4% |
| 5Y | -62.4% | +108.2% | -170.6% | -70.7% |
| All | -62.4% | +108.0% | -170.4% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling