+85.9%
ZTS vs USFR
+28.5%
+57.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | +0.1% | +1.0% | +1.0% |
| 30D | +12.4% | +0.4% | +12.0% | +12.2% |
| 3M | +13.6% | +1.0% | +12.5% | +12.9% |
| 6M | +9.3% | +2.0% | +7.3% | +8.1% |
| YTD | -32.6% | +3.4% | -36.0% | -33.8% |
| 1Y | -30.0% | +4.1% | -34.1% | -31.5% |
| 3Y | -48.7% | +14.4% | -63.1% | -52.2% |
| 5Y | -59.3% | +21.4% | -80.7% | -63.4% |
| All | +85.9% | +28.5% | +57.3% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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