-58.2%
ZTS vs S
-57.8%
-0.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.7% |
| 7D | -4.8% | -5.8% | +1.0% | -4.1% |
| 30D | +1.2% | -9.2% | +10.4% | +2.2% |
| 3M | -6.0% | +23.4% | -29.4% | -9.0% |
| 6M | -38.7% | +36.9% | -75.7% | -41.8% |
| YTD | -40.6% | +29.5% | -70.2% | -43.3% |
| 1Y | -50.6% | +5.4% | -56.0% | -51.7% |
| 3Y | -58.7% | +14.7% | -73.4% | -61.3% |
| 5Y | -62.8% | -71.5% | +8.7% | -62.6% |
| All | -58.2% | -57.8% | -0.4% | -58.0% |
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