-58.7%
ZTS vs ZBRA
-45.5%
-13.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | +5.6% | +0.6% | +5.0% | +5.4% |
| 30D | +12.1% | -14.0% | +26.1% | +16.1% |
| 3M | +11.3% | -14.7% | +25.9% | +15.3% |
| 6M | +14.3% | +31.3% | -17.0% | +3.7% |
| YTD | -31.9% | +33.4% | -65.3% | -39.1% |
| 1Y | -29.3% | +34.1% | -63.4% | -36.9% |
| 3Y | -48.0% | +59.9% | -108.0% | -58.7% |
| All | -58.7% | -45.5% | -13.3% | -52.4% |
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