+179.3%
ZTS vs USFR
+27.5%
+151.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | +1.9% | +0.3% | +1.6% | +1.7% |
| 3M | -4.0% | +1.0% | -5.0% | -4.5% |
| 6M | -39.1% | +1.9% | -41.1% | -39.8% |
| YTD | -38.8% | +2.6% | -41.4% | -39.7% |
| 1Y | -49.6% | +4.0% | -53.6% | -50.7% |
| 3Y | -59.0% | +14.1% | -73.1% | -61.9% |
| 5Y | -61.8% | +20.4% | -82.2% | -65.6% |
| 10Y | +61.4% | +28.0% | +33.4% | +39.8% |
| All | +179.3% | +27.5% | +151.8% | +139.8% |
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