-49.6%
ZTS vs BLDR
-52.1%
+2.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.2% |
| 7D | -2.0% | -2.8% | +0.9% | -1.4% |
| 30D | +1.9% | -13.3% | +15.2% | +4.8% |
| 3M | -4.0% | -12.3% | +8.3% | -2.5% |
| 6M | -39.1% | -31.5% | -7.7% | -34.1% |
| YTD | -38.8% | -36.1% | -2.7% | -33.5% |
| 1Y | -49.6% | -54.1% | +4.5% | -42.1% |
| All | -49.6% | -52.1% | +2.5% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 1y: compounded portfolio wealth divided by compounded BLDR 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…
1y analysis · Full analysis span regression · 6 months rolling