-62.4%
ZTS vs USFR
+20.4%
-82.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.8% | +0.1% | -3.8% | -3.8% |
| 30D | -2.0% | +0.3% | -2.3% | -2.4% |
| 3M | -10.2% | +1.0% | -11.2% | -11.3% |
| 6M | -39.4% | +1.9% | -41.3% | -40.7% |
| YTD | -40.8% | +2.7% | -43.5% | -42.5% |
| 1Y | -50.1% | +4.0% | -54.1% | -52.1% |
| 3Y | -58.9% | +14.0% | -72.9% | -61.9% |
| 5Y | -62.4% | +20.4% | -82.8% | -65.6% |
| All | -62.4% | +20.4% | -82.8% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling