+205.7%
ZTS vs ZBRA
+645.5%
-439.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | +5.6% | +0.6% | +5.0% | +5.4% |
| 30D | +12.1% | -14.0% | +26.1% | +16.2% |
| 3M | +11.3% | -14.7% | +25.9% | +15.4% |
| 6M | +14.3% | +31.3% | -17.0% | +4.1% |
| YTD | -31.9% | +33.4% | -65.3% | -38.8% |
| 1Y | -29.3% | +34.1% | -63.4% | -36.6% |
| 3Y | -48.0% | +59.9% | -108.0% | -57.2% |
| 5Y | -58.9% | -45.3% | -13.6% | -56.4% |
| 10Y | +81.7% | +384.4% | -302.8% | +15.4% |
| All | +205.7% | +645.5% | -439.8% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling