-53.9%
ZTS vs BIYA
-99.8%
+45.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -3.8% | +2.7% | -6.5% | -3.8% |
| 30D | -2.0% | -16.7% | +14.6% | -1.9% |
| 3M | -10.2% | -74.6% | +64.4% | -10.0% |
| 6M | -39.4% | -85.4% | +46.0% | -39.2% |
| YTD | -40.8% | -94.2% | +53.4% | -40.2% |
| 1Y | -50.1% | -98.6% | +48.5% | -48.5% |
| All | -53.9% | -99.8% | +45.9% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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