+55.7%
ZTS vs BLDR
+383.3%
-327.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | -3.7% | -8.2% | +4.5% | -2.0% |
| 30D | -0.8% | -16.6% | +15.9% | +2.9% |
| 3M | -9.7% | -23.2% | +13.4% | -5.5% |
| 6M | -38.4% | -33.7% | -4.7% | -33.7% |
| YTD | -41.1% | -41.3% | +0.2% | -35.3% |
| 1Y | -50.6% | -58.8% | +8.2% | -41.8% |
| 3Y | -59.1% | -57.5% | -1.7% | -54.0% |
| 5Y | -62.7% | +12.9% | -75.6% | -66.8% |
| All | +55.7% | +383.3% | -327.6% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling