+592.4%
BAC vs ZTS
+170.4%
+422.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.2% |
| 7D | +1.1% | -2.0% | +3.1% | +1.8% |
| 30D | -0.4% | +1.9% | -2.3% | -1.4% |
| 3M | +16.9% | -4.0% | +20.9% | +17.9% |
| 6M | +26.6% | -39.1% | +65.7% | +49.7% |
| YTD | +15.8% | -38.8% | +54.6% | +36.4% |
| 1Y | +27.2% | -49.6% | +76.7% | +60.5% |
| 3Y | +132.4% | -59.0% | +191.4% | +212.1% |
| 5Y | +72.6% | -61.8% | +134.3% | +132.8% |
| 10Y | +389.7% | +61.4% | +328.3% | +263.5% |
| All | +592.4% | +170.4% | +422.1% | +326.3% |
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