+189.6%
ZTS vs BIL
+25.4%
+164.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.2% |
| 7D | -0.4% | -0.3% | -0.1% | -1.0% |
| 30D | +11.7% | 0.0% | +11.7% | +11.4% |
| 3M | +3.5% | +0.6% | +2.8% | +4.2% |
| 6M | -27.6% | +1.5% | -29.2% | -26.0% |
| YTD | -35.5% | +2.8% | -38.2% | -33.2% |
| 1Y | -32.1% | +3.3% | -35.4% | -29.3% |
| 3Y | -49.1% | +13.5% | -62.6% | -44.6% |
| 5Y | -61.0% | +19.8% | -80.8% | -57.4% |
| 10Y | +74.4% | +25.6% | +48.8% | +105.0% |
| All | +189.6% | +25.4% | +164.2% | +241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling