-58.7%
ZTS vs BLDR
-54.9%
-3.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -2.0% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | +1.2% | -16.2% | +17.5% | +4.6% |
| 3M | -6.0% | -14.4% | +8.4% | -4.0% |
| 6M | -38.7% | -32.8% | -5.9% | -34.5% |
| YTD | -40.6% | -39.2% | -1.4% | -35.6% |
| 1Y | -50.6% | -57.7% | +7.1% | -43.1% |
| 3Y | -58.7% | -55.3% | -3.5% | -54.1% |
| All | -58.7% | -54.9% | -3.9% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling