-48.2%
ZTS vs ADVB
-96.8%
+48.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -23.6% | +24.6% | +1.0% |
| 7D | +5.6% | +27.8% | -22.2% | +5.5% |
| 30D | +12.1% | -50.8% | +62.9% | +12.2% |
| 3M | +11.3% | -70.5% | +81.8% | +11.6% |
| 6M | +14.3% | -46.7% | +61.0% | +14.0% |
| YTD | -31.9% | -56.7% | +24.8% | -32.0% |
| 1Y | -29.3% | -71.8% | +42.5% | -28.9% |
| All | -48.2% | -96.8% | +48.6% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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