+89.4%
ZTS vs RUN
-34.8%
+124.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.5% | +0.9% |
| 7D | +1.0% | -13.7% | +14.7% | +2.1% |
| 30D | +12.4% | +9.4% | +3.0% | +11.2% |
| 3M | +13.6% | -13.4% | +27.0% | +14.2% |
| 6M | +9.3% | -39.6% | +48.9% | +12.4% |
| YTD | -32.6% | -53.7% | +21.1% | -30.2% |
| 1Y | -30.0% | -56.2% | +26.1% | -27.4% |
| 3Y | -48.7% | -9.7% | -39.0% | -55.1% |
| 5Y | -59.3% | -85.5% | +26.2% | -59.5% |
| 10Y | +79.8% | +66.7% | +13.1% | +29.5% |
| All | +89.4% | -34.8% | +124.2% | +40.5% |
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