+210.9%
ZTS vs USFR
+28.6%
+182.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | +12.1% | +0.4% | +11.7% | +11.9% |
| 3M | +11.3% | +1.1% | +10.2% | +10.6% |
| 6M | +14.3% | +2.0% | +12.3% | +13.0% |
| YTD | -31.9% | +3.5% | -35.3% | -33.2% |
| 1Y | -29.3% | +4.1% | -33.3% | -30.8% |
| 3Y | -48.0% | +14.4% | -62.4% | -51.8% |
| 5Y | -58.9% | +21.4% | -80.3% | -63.2% |
| 10Y | +81.7% | +28.6% | +53.1% | +57.0% |
| All | +210.9% | +28.6% | +182.3% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling