-29.3%
ZTS vs USAR
-51.4%
+22.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.1% |
| 7D | +5.6% | -0.8% | +6.4% | +5.6% |
| 30D | +12.1% | -20.9% | +33.0% | +11.8% |
| 3M | +11.3% | -56.2% | +67.4% | +10.6% |
| 6M | +14.3% | -67.9% | +82.2% | +14.2% |
| YTD | -31.9% | -31.4% | -0.5% | -30.8% |
| 1Y | -29.3% | -45.1% | +15.8% | -28.7% |
| All | -29.3% | -51.4% | +22.2% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling