-19.7%
ZTS vs USB
+11.3%
-31.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +6.5% |
| 7D | +15.4% | +2.4% | +13.0% | +14.1% |
| 30D | +25.8% | +6.6% | +19.2% | +22.2% |
| 3M | +18.1% | -4.1% | +22.2% | +19.5% |
| 6M | -19.7% | +12.5% | -32.2% | -29.7% |
| All | -19.7% | +11.3% | -31.0% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling