-49.1%
ZTS vs ADVB
-97.4%
+48.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | +0.2% |
| 7D | -0.6% | -4.1% | +3.5% | -0.6% |
| 30D | +11.0% | -60.3% | +71.2% | +11.1% |
| 3M | +10.9% | -73.3% | +84.3% | +11.3% |
| 6M | +0.9% | -65.9% | +66.8% | +0.9% |
| YTD | -33.0% | -63.9% | +30.9% | -33.1% |
| 1Y | -29.6% | -74.1% | +44.5% | -29.3% |
| All | -49.1% | -97.4% | +48.3% | -45.4% |
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