-59.2%
ZTS vs BG
+20.1%
-79.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -4.5% | +3.7% | -8.2% | -4.9% |
| 30D | -3.3% | +12.3% | -15.6% | -4.6% |
| 3M | -9.7% | -2.2% | -7.5% | -9.8% |
| 6M | -38.8% | +5.3% | -44.2% | -39.5% |
| YTD | -41.2% | +42.4% | -83.6% | -43.9% |
| 1Y | -50.3% | +55.2% | -105.5% | -53.1% |
| All | -59.2% | +20.1% | -79.3% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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