+174.6%
ZTS vs BLDR
+944.3%
-769.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | -2.0% | -2.8% | +0.9% | -1.6% |
| 30D | +1.9% | -13.3% | +15.2% | +4.1% |
| 3M | -4.0% | -12.3% | +8.3% | -2.6% |
| 6M | -39.1% | -31.5% | -7.7% | -35.9% |
| YTD | -38.8% | -36.1% | -2.7% | -35.0% |
| 1Y | -49.6% | -54.1% | +4.5% | -43.7% |
| 3Y | -59.0% | -55.8% | -3.2% | -55.2% |
| 5Y | -61.8% | +20.7% | -82.5% | -64.7% |
| 10Y | +61.4% | +390.2% | -328.8% | +18.8% |
| All | +174.6% | +944.3% | -769.7% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling