+9.2%
ZTS vs USAR
-68.5%
+77.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.2% | +0.5% |
| 7D | -7.4% | +0.8% | -8.2% | -7.2% |
| 30D | +9.9% | -30.1% | +40.0% | +6.7% |
| 3M | +10.3% | -56.3% | +66.6% | +2.3% |
| 6M | +9.2% | -68.6% | +77.8% | -0.3% |
| All | +9.2% | -68.5% | +77.7% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling