-59.3%
ZTS vs BLDR
-7.0%
-52.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | -7.4% | -10.3% | +2.9% | -5.0% |
| 30D | +9.9% | +19.6% | -9.7% | +5.5% |
| 3M | +10.3% | -17.0% | +27.3% | +14.6% |
| 6M | +9.2% | -16.7% | +25.9% | +12.1% |
| YTD | -32.9% | -39.4% | +6.5% | -26.4% |
| 1Y | -29.7% | -41.7% | +12.0% | -22.4% |
| 3Y | -49.0% | -49.9% | +0.9% | -45.1% |
| 5Y | -59.3% | -7.6% | -51.7% | -64.4% |
| All | -59.3% | -7.0% | -52.3% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling