-48.6%
ZTS vs RUN
-8.5%
-40.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.5% | +0.7% |
| 7D | +1.0% | -13.7% | +14.7% | +1.5% |
| 30D | +12.4% | +9.4% | +3.0% | +11.9% |
| 3M | +13.6% | -13.4% | +27.0% | +13.8% |
| 6M | +9.3% | -39.6% | +48.9% | +10.8% |
| YTD | -32.6% | -53.7% | +21.1% | -31.5% |
| 1Y | -30.0% | -56.2% | +26.1% | -28.7% |
| All | -48.6% | -8.5% | -40.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling