+55.5%
ZTS vs BB
-0.1%
+55.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.4% |
| 7D | -4.5% | -2.1% | -2.4% | -4.3% |
| 30D | -3.3% | -16.0% | +12.7% | -1.9% |
| 3M | -9.7% | -14.5% | +4.8% | -9.5% |
| 6M | -38.8% | +118.6% | -157.4% | -44.8% |
| YTD | -41.2% | +98.9% | -140.1% | -46.4% |
| 1Y | -50.3% | +99.5% | -149.8% | -54.9% |
| 3Y | -59.1% | +65.4% | -124.5% | -63.5% |
| 5Y | -62.8% | -27.6% | -35.1% | -65.1% |
| All | +55.5% | -0.1% | +55.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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