+166.5%
ZTS vs BG
+122.7%
+43.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.3% | -3.8% |
| 7D | -4.8% | +2.4% | -7.1% | -5.3% |
| 30D | +1.2% | +15.0% | -13.8% | -1.6% |
| 3M | -6.0% | -0.7% | -5.4% | -6.2% |
| 6M | -38.7% | +7.5% | -46.2% | -40.0% |
| YTD | -40.6% | +41.6% | -82.2% | -45.1% |
| 1Y | -50.6% | +50.7% | -101.3% | -55.0% |
| 3Y | -58.7% | +20.3% | -79.0% | -61.2% |
| 5Y | -62.8% | +85.2% | -148.1% | -69.0% |
| 10Y | +56.2% | +160.6% | -104.4% | +11.1% |
| All | +166.5% | +122.7% | +43.7% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling