+201.1%
ZTS vs RVTY
+372.8%
-171.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.4% |
| 7D | -7.4% | -0.7% | -6.7% | -7.1% |
| 30D | +9.9% | +1.7% | +8.1% | +8.5% |
| 3M | +10.3% | +36.8% | -26.5% | -4.6% |
| 6M | +9.2% | +60.1% | -50.9% | -12.5% |
| YTD | -32.9% | +64.0% | -96.9% | -47.4% |
| 1Y | -29.7% | +68.2% | -97.9% | -45.6% |
| 3Y | -49.0% | +88.8% | -137.7% | -64.2% |
| 5Y | -59.3% | -10.5% | -48.7% | -60.3% |
| 10Y | +78.9% | +219.7% | -140.7% | -9.4% |
| All | +201.1% | +372.8% | -171.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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