+61.4%
ZTS vs USB
+107.5%
-46.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -2.0% | +1.4% | -3.4% | -2.4% |
| 30D | +1.9% | -1.3% | +3.2% | +2.2% |
| 3M | -4.0% | +15.2% | -19.2% | -8.3% |
| 6M | -39.1% | +18.8% | -58.0% | -42.3% |
| YTD | -38.8% | +21.0% | -59.8% | -42.4% |
| 1Y | -49.6% | +34.0% | -83.6% | -54.0% |
| 3Y | -59.0% | +95.3% | -154.3% | -67.3% |
| 5Y | -61.8% | +40.4% | -102.1% | -67.0% |
| All | +61.4% | +107.5% | -46.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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