-62.8%
ZTS vs RSG
+89.5%
-152.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -4.5% | -1.8% | -2.7% | -3.7% |
| 30D | -3.3% | +2.8% | -6.1% | -4.4% |
| 3M | -9.7% | +4.3% | -14.0% | -11.5% |
| 6M | -38.8% | -0.5% | -38.3% | -38.9% |
| YTD | -41.2% | +5.2% | -46.4% | -42.8% |
| 1Y | -50.3% | -2.1% | -48.2% | -50.1% |
| 3Y | -59.1% | +56.5% | -115.6% | -68.4% |
| 5Y | -62.8% | +89.5% | -152.3% | -75.3% |
| All | -62.8% | +89.5% | -152.3% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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