-52.0%
ZTS vs S
-51.7%
-0.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +5.6% | +2.0% | +3.6% | +5.3% |
| 30D | +12.1% | -2.7% | +14.8% | +12.2% |
| 3M | +11.3% | -6.9% | +18.1% | +11.4% |
| 6M | +14.3% | +38.1% | -23.8% | +8.6% |
| YTD | -31.9% | +48.0% | -79.9% | -36.3% |
| 1Y | -29.3% | +34.5% | -63.7% | -33.2% |
| 3Y | -48.0% | +38.3% | -86.4% | -52.5% |
| 5Y | -58.9% | -70.9% | +12.0% | -59.1% |
| All | -52.0% | -51.7% | -0.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling