-10.1%
BA vs ZTS
-51.2%
+41.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | -7.9% | +11.7% | -19.6% | -9.9% |
| 3M | -25.3% | +3.5% | -28.8% | -25.9% |
| 6M | -24.6% | -27.6% | +3.0% | -19.5% |
| YTD | -20.1% | -35.5% | +15.3% | -11.9% |
| 1Y | -11.8% | -32.1% | +20.3% | -4.3% |
| 3Y | -10.1% | -49.1% | +38.9% | +14.0% |
| All | -10.1% | -51.2% | +41.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 3y: compounded portfolio wealth divided by compounded ZTS 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…
3y analysis · Full analysis span regression · 6 months rolling