-49.1%
ZTS vs BAH
-26.3%
-22.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.7% |
| 7D | -0.4% | -3.5% | +3.1% | +0.1% |
| 30D | +11.7% | +24.3% | -12.5% | +8.7% |
| 3M | +3.5% | +16.3% | -12.9% | +1.4% |
| 6M | -27.6% | +13.6% | -41.2% | -29.1% |
| YTD | -35.5% | +3.5% | -39.0% | -36.5% |
| 1Y | -32.1% | +2.7% | -34.8% | -33.3% |
| 3Y | -49.1% | -26.6% | -22.5% | -51.0% |
| All | -49.1% | -26.3% | -22.8% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling