+174.6%
ZTS vs BB
-42.8%
+217.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -5.6% | +3.7% | -1.5% |
| 30D | +1.9% | -11.8% | +13.7% | +2.8% |
| 3M | -4.0% | -25.5% | +21.5% | -2.5% |
| 6M | -39.1% | +121.3% | -160.4% | -44.7% |
| YTD | -38.8% | +103.2% | -142.0% | -43.9% |
| 1Y | -49.6% | +102.6% | -152.2% | -53.9% |
| 3Y | -59.0% | +37.5% | -96.5% | -62.4% |
| 5Y | -61.8% | -30.4% | -31.3% | -63.7% |
| 10Y | +61.4% | 0.0% | +61.4% | +29.5% |
| All | +174.6% | -42.8% | +217.4% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling