-62.8%
ZTS vs BAH
-2.8%
-60.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -2.8% |
| 7D | -4.8% | -4.3% | -0.4% | -4.1% |
| 30D | +1.2% | -4.5% | +5.7% | +2.0% |
| 3M | -6.0% | -7.6% | +1.6% | -5.1% |
| 6M | -38.7% | -10.6% | -28.1% | -38.0% |
| YTD | -40.6% | -12.6% | -28.1% | -40.0% |
| 1Y | -50.6% | -27.0% | -23.6% | -48.8% |
| 3Y | -58.7% | -31.5% | -27.3% | -58.6% |
| 5Y | -62.8% | -3.8% | -59.0% | -66.6% |
| All | -62.8% | -2.8% | -60.0% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling