+56.2%
ZTS vs BIL
+25.3%
+30.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.8% | +0.1% | -4.9% | -4.7% |
| 30D | +1.2% | +0.3% | +1.0% | +1.6% |
| 3M | -6.0% | +0.9% | -6.9% | -4.9% |
| 6M | -38.7% | +1.8% | -40.5% | -37.5% |
| YTD | -40.6% | +2.5% | -43.1% | -39.2% |
| 1Y | -50.6% | +3.7% | -54.3% | -49.0% |
| 3Y | -58.7% | +14.1% | -72.8% | -58.0% |
| 5Y | -62.8% | +19.4% | -82.3% | -64.2% |
| 10Y | +56.2% | +25.3% | +30.9% | +64.3% |
| All | +56.2% | +25.3% | +30.9% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling