+251.7%
BAC vs ZTS
+74.0%
+177.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +0.9% |
| 7D | +2.0% | -1.0% | +3.0% | +2.3% |
| 30D | -6.9% | +10.8% | -17.7% | -10.7% |
| 3M | -19.6% | +14.1% | -33.6% | -23.9% |
| 6M | -0.5% | +0.8% | -1.2% | -1.9% |
| YTD | -6.6% | -33.1% | +26.5% | +6.6% |
| 1Y | -3.0% | -30.0% | +27.0% | +8.6% |
| 3Y | +97.3% | -49.5% | +146.8% | +145.1% |
| 5Y | +21.9% | -60.2% | +82.1% | +65.8% |
| 10Y | +251.7% | +77.0% | +174.6% | +153.5% |
| All | +251.7% | +74.0% | +177.7% | +153.5% |
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