+91.4%
ZTS vs RUN
-33.9%
+125.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +5.6% | -13.5% | +19.1% | +6.7% |
| 30D | +12.1% | +18.3% | -6.2% | +10.3% |
| 3M | +11.3% | -12.5% | +23.7% | +11.8% |
| 6M | +14.3% | -40.3% | +54.6% | +17.7% |
| YTD | -31.9% | -53.1% | +21.2% | -29.6% |
| 1Y | -29.3% | -54.3% | +25.0% | -26.8% |
| 3Y | -48.0% | -6.5% | -41.5% | -54.7% |
| 5Y | -58.9% | -85.3% | +26.4% | -59.1% |
| 10Y | +81.7% | +68.9% | +12.8% | +30.7% |
| All | +91.4% | -33.9% | +125.3% | +41.8% |
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