+445.9%
BAC vs ZTS
+185.1%
+260.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.5% |
| 7D | -1.2% | -0.4% | -0.8% | -1.2% |
| 30D | -7.7% | +11.7% | -19.4% | -11.6% |
| 3M | -21.2% | +3.5% | -24.6% | -22.7% |
| 6M | -6.8% | -27.6% | +20.8% | +2.7% |
| YTD | -8.7% | -35.5% | +26.8% | +5.1% |
| 1Y | -5.3% | -32.1% | +26.8% | +6.7% |
| 3Y | +87.4% | -49.1% | +136.5% | +129.3% |
| 5Y | +18.9% | -61.0% | +79.9% | +59.5% |
| 10Y | +273.3% | +74.4% | +198.9% | +168.8% |
| All | +445.9% | +185.1% | +260.9% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling