+58.8%
ZTS vs BAH
+186.6%
-127.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -3.8% | -1.3% | -2.4% | -3.4% |
| 30D | -2.0% | -6.6% | +4.6% | -0.2% |
| 3M | -10.2% | -7.2% | -3.0% | -8.8% |
| 6M | -39.4% | -10.0% | -29.4% | -38.2% |
| YTD | -40.8% | -12.5% | -28.4% | -39.8% |
| 1Y | -50.1% | -27.9% | -22.2% | -46.6% |
| 3Y | -58.9% | -31.4% | -27.5% | -57.8% |
| 5Y | -62.4% | -3.2% | -59.1% | -67.2% |
| 10Y | +58.8% | +191.5% | -132.6% | -1.7% |
| All | +58.8% | +186.6% | -127.8% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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