+217.6%
BAC vs ZTS
+80.8%
+136.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | +3.2% | +5.6% | -2.3% | +1.2% |
| 30D | -0.7% | +12.1% | -12.8% | -5.2% |
| 3M | -20.0% | +11.3% | -31.3% | -23.6% |
| 6M | +3.4% | +14.3% | -10.9% | -2.9% |
| YTD | -5.7% | -31.9% | +26.1% | +7.0% |
| 1Y | -1.4% | -29.3% | +27.8% | +9.9% |
| 3Y | +97.9% | -48.0% | +146.0% | +143.3% |
| 5Y | +22.9% | -58.9% | +81.8% | +65.3% |
| All | +217.6% | +80.8% | +136.8% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling