+87.8%
ZTS vs BLDR
+479.0%
-391.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +5.6% | -3.0% | +8.5% | +6.2% |
| 30D | +12.1% | +20.1% | -8.0% | +7.7% |
| 3M | +11.3% | -17.5% | +28.8% | +15.4% |
| 6M | +14.3% | -16.1% | +30.4% | +17.0% |
| YTD | -31.9% | -41.0% | +9.1% | -25.3% |
| 1Y | -29.3% | -41.6% | +12.3% | -22.4% |
| 3Y | -48.0% | -50.8% | +2.8% | -43.2% |
| 5Y | -58.9% | -10.8% | -48.1% | -61.8% |
| All | +87.8% | +479.0% | -391.2% | +14.6% |
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