+66.8%
ZTS vs RUN
-29.4%
+96.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -3.3% |
| 7D | -4.8% | +10.2% | -14.9% | -5.5% |
| 30D | +1.2% | -9.6% | +10.8% | +1.9% |
| 3M | -6.0% | -31.5% | +25.5% | -3.7% |
| 6M | -38.7% | -18.7% | -20.0% | -38.5% |
| YTD | -40.6% | -49.9% | +9.3% | -38.7% |
| 1Y | -50.6% | -45.5% | -5.1% | -49.7% |
| 3Y | -58.7% | -34.1% | -24.7% | -62.7% |
| 5Y | -62.8% | -79.4% | +16.6% | -64.2% |
| 10Y | +56.2% | +48.9% | +7.2% | +13.2% |
| All | +66.8% | -29.4% | +96.2% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling