-52.8%
ZTS vs S
-49.1%
-3.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.6% | +1.4% | -2.0% | -0.8% |
| 30D | +11.0% | -10.8% | +21.8% | +12.2% |
| 3M | +10.9% | +5.4% | +5.5% | +9.5% |
| 6M | +0.9% | +41.2% | -40.3% | -4.3% |
| YTD | -33.0% | +56.2% | -89.2% | -37.7% |
| 1Y | -29.6% | +36.3% | -65.9% | -33.5% |
| 3Y | -49.0% | +49.4% | -98.5% | -53.9% |
| 5Y | -59.5% | -66.9% | +7.4% | -60.1% |
| All | -52.8% | -49.1% | -3.8% | -53.9% |
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