+911.5%
BE vs ZTS
-2.0%
+913.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.7% |
| 7D | +20.0% | -2.0% | +22.0% | +21.4% |
| 30D | +7.9% | +1.9% | +6.0% | +5.6% |
| 3M | -13.2% | -4.0% | -9.2% | -13.2% |
| 6M | +53.5% | -39.1% | +92.6% | +104.9% |
| YTD | +191.0% | -38.8% | +229.8% | +283.0% |
| 1Y | +360.5% | -49.6% | +410.1% | +595.7% |
| 3Y | +1,568.0% | -59.0% | +1,627.0% | +2,741.5% |
| 5Y | +1,055.2% | -61.8% | +1,116.9% | +1,962.5% |
| All | +911.5% | -2.0% | +913.4% | +669.6% |
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