+391.8%
BAC vs ZTS
+54.3%
+337.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.6% |
| 7D | +1.2% | -4.8% | +5.9% | +3.0% |
| 30D | -0.7% | +1.2% | -2.0% | -1.4% |
| 3M | +16.9% | -6.0% | +23.0% | +18.9% |
| 6M | +29.6% | -38.7% | +68.3% | +53.4% |
| YTD | +15.3% | -40.6% | +55.9% | +38.0% |
| 1Y | +28.8% | -50.6% | +79.4% | +65.2% |
| 3Y | +136.4% | -58.7% | +195.1% | +219.6% |
| 5Y | +72.9% | -62.8% | +135.7% | +138.9% |
| 10Y | +391.8% | +56.2% | +335.6% | +275.9% |
| All | +391.8% | +54.3% | +337.4% | +275.9% |
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