-62.8%
ZTS vs ZBRA
-40.9%
-21.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -4.5% | -3.8% | -0.7% | -3.6% |
| 30D | -3.3% | -10.2% | +6.9% | -0.8% |
| 3M | -9.7% | +58.7% | -68.4% | -21.8% |
| 6M | -38.8% | +61.9% | -100.8% | -47.6% |
| YTD | -41.2% | +41.7% | -82.9% | -48.0% |
| 1Y | -50.3% | +12.4% | -62.7% | -53.2% |
| 3Y | -59.1% | +34.2% | -93.3% | -65.3% |
| 5Y | -62.8% | -40.8% | -22.0% | -58.4% |
| All | -62.8% | -40.9% | -21.9% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling