+74.2%
ZTS vs USB
+92.8%
-18.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -0.4% | 0.0% | -0.4% | -0.3% |
| 30D | +11.7% | +5.8% | +5.9% | +9.9% |
| 3M | +3.5% | -6.0% | +9.4% | +5.4% |
| 6M | -27.6% | +7.8% | -35.4% | -29.3% |
| YTD | -35.5% | +14.6% | -50.1% | -38.2% |
| 1Y | -32.1% | +31.8% | -63.9% | -37.7% |
| 3Y | -49.1% | +91.5% | -140.6% | -59.0% |
| 5Y | -61.0% | +22.0% | -83.1% | -64.8% |
| All | +74.2% | +92.8% | -18.6% | +31.0% |
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