-54.6%
ZTS vs S
-52.7%
-1.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.5% |
| 7D | -0.4% | -13.4% | +13.0% | +1.2% |
| 30D | +11.7% | -14.0% | +25.7% | +13.4% |
| 3M | +3.5% | +4.9% | -1.4% | +2.1% |
| 6M | -27.6% | +42.0% | -69.6% | -31.6% |
| YTD | -35.5% | +45.1% | -80.6% | -39.5% |
| 1Y | -32.1% | +33.1% | -65.2% | -35.8% |
| 3Y | -49.1% | +40.6% | -89.7% | -53.6% |
| 5Y | -61.0% | -67.5% | +6.4% | -61.4% |
| All | -54.6% | -52.7% | -1.9% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling