-62.8%
ZTS vs BEN
+42.4%
-105.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -2.9% |
| 7D | -4.8% | +4.7% | -9.5% | -6.2% |
| 30D | +1.2% | +2.6% | -1.4% | +0.3% |
| 3M | -6.0% | +11.5% | -17.5% | -9.7% |
| 6M | -38.7% | +35.3% | -74.1% | -45.0% |
| YTD | -40.6% | +48.6% | -89.3% | -48.4% |
| 1Y | -50.6% | +46.7% | -97.3% | -57.0% |
| 3Y | -58.7% | +57.0% | -115.8% | -65.6% |
| 5Y | -62.8% | +41.8% | -104.7% | -69.9% |
| All | -62.8% | +42.4% | -105.2% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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