-48.9%
ZTS vs USAR
-20.3%
-28.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +0.5% |
| 7D | +1.0% | +8.8% | -7.7% | +1.1% |
| 30D | +12.4% | -28.5% | +40.9% | +12.2% |
| 3M | +13.6% | -56.2% | +69.7% | +13.1% |
| 6M | +9.3% | -68.4% | +77.7% | +8.9% |
| YTD | -32.6% | -32.2% | -0.4% | -32.5% |
| 1Y | -30.0% | -52.3% | +22.3% | -30.0% |
| 3Y | -48.7% | -21.2% | -27.5% | -50.1% |
| All | -48.9% | -20.3% | -28.7% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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