+200.2%
ZTS vs RVTY
+380.2%
-180.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +2.2% |
| 7D | -1.0% | +6.0% | -7.0% | -3.6% |
| 30D | +10.8% | +4.3% | +6.5% | +8.3% |
| 3M | +14.1% | +40.2% | -26.2% | -2.4% |
| 6M | +0.8% | +59.3% | -58.5% | -19.0% |
| YTD | -33.1% | +66.5% | -99.6% | -47.9% |
| 1Y | -30.0% | +77.5% | -107.5% | -47.1% |
| 3Y | -49.5% | +92.5% | -142.0% | -64.8% |
| 5Y | -60.2% | -6.8% | -53.4% | -62.0% |
| 10Y | +77.0% | +225.4% | -148.3% | -11.0% |
| All | +200.2% | +380.2% | -180.0% | +34.4% |
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