+55.7%
ZTS vs ZBRA
+435.2%
-379.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.4% |
| 7D | -3.7% | -3.4% | -0.3% | -2.8% |
| 30D | -0.8% | -7.4% | +6.6% | +1.2% |
| 3M | -9.7% | +57.5% | -67.2% | -22.2% |
| 6M | -38.4% | +64.0% | -102.4% | -47.9% |
| YTD | -41.1% | +44.3% | -85.4% | -48.6% |
| 1Y | -50.6% | +10.9% | -61.5% | -53.6% |
| 3Y | -59.1% | +37.5% | -96.7% | -65.5% |
| 5Y | -62.7% | -39.7% | -23.1% | -60.9% |
| All | +55.7% | +435.2% | -379.5% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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