-62.8%
ZTS vs BG
+88.4%
-151.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 3M | -9.7% | -2.2% | -7.5% | -9.7% |
| 6M | -38.8% | +5.3% | -44.2% | -39.5% |
| YTD | -41.2% | +42.4% | -83.6% | -44.2% |
| 1Y | -50.3% | +55.2% | -105.5% | -53.5% |
| 3Y | -59.1% | +21.0% | -80.1% | -60.9% |
| 5Y | -62.8% | +87.1% | -149.9% | -66.5% |
| All | -62.8% | +88.4% | -151.1% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling