-53.6%
ZTS vs USAR
+74.0%
-127.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.6% |
| 7D | -2.0% | -2.1% | +0.1% | -2.0% |
| 30D | +1.9% | +2.6% | -0.7% | +1.9% |
| 3M | -4.0% | -35.0% | +31.0% | -3.9% |
| 6M | -39.1% | -6.9% | -32.3% | -39.0% |
| YTD | -38.8% | +48.0% | -86.8% | -38.5% |
| 1Y | -49.6% | +24.8% | -74.4% | -49.3% |
| 3Y | -59.0% | +73.2% | -132.2% | -59.5% |
| All | -53.6% | +74.0% | -127.6% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling