+87.8%
ZTS vs USB
+83.8%
+4.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.8% |
| 7D | +5.6% | +2.6% | +3.0% | +4.7% |
| 30D | +12.1% | +8.4% | +3.7% | +9.4% |
| 3M | +11.3% | -5.5% | +16.8% | +13.2% |
| 6M | +14.3% | +17.7% | -3.4% | +8.4% |
| YTD | -31.9% | +17.6% | -49.4% | -35.3% |
| 1Y | -29.3% | +33.9% | -63.1% | -35.4% |
| 3Y | -48.0% | +103.8% | -151.9% | -59.0% |
| 5Y | -58.9% | +25.6% | -84.5% | -63.2% |
| All | +87.8% | +83.8% | +4.0% | +37.2% |
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