-58.7%
ZTS vs USFR
+14.0%
-72.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.1% |
| 7D | -4.8% | +0.1% | -4.8% | -4.9% |
| 30D | +1.2% | +0.3% | +0.9% | +0.5% |
| 3M | -6.0% | +1.0% | -7.0% | -7.8% |
| 6M | -38.7% | +1.9% | -40.7% | -40.5% |
| YTD | -40.6% | +2.7% | -43.3% | -42.8% |
| 1Y | -50.6% | +4.0% | -54.6% | -53.1% |
| 3Y | -58.7% | +14.0% | -72.8% | -57.3% |
| All | -58.7% | +14.0% | -72.8% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling