+225.3%
ZTS vs USB
+189.7%
+35.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +6.9% |
| 7D | +15.4% | +2.4% | +13.0% | +14.6% |
| 30D | +25.8% | +6.6% | +19.2% | +23.2% |
| 3M | +18.1% | -4.1% | +22.2% | +19.6% |
| 6M | -19.7% | +12.5% | -32.2% | -22.9% |
| YTD | -27.5% | +17.6% | -45.1% | -31.5% |
| 1Y | -26.7% | +36.5% | -63.2% | -34.0% |
| 3Y | -42.5% | +95.4% | -137.9% | -54.9% |
| 5Y | -56.4% | +26.1% | -82.6% | -61.4% |
| 10Y | +95.9% | +101.3% | -5.4% | +30.9% |
| All | +225.3% | +189.7% | +35.6% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling