+78.7%
ZTS vs BN
+284.2%
-205.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -0.6% | +4.3% | -4.9% | -2.2% |
| 30D | +11.0% | +14.3% | -3.3% | +5.2% |
| 3M | +10.9% | -4.1% | +15.0% | +12.9% |
| 6M | +0.9% | -9.7% | +10.6% | +5.0% |
| YTD | -33.0% | -7.1% | -25.8% | -31.5% |
| 1Y | -29.6% | -7.4% | -22.2% | -28.0% |
| 3Y | -49.0% | +102.3% | -151.4% | -64.3% |
| 5Y | -59.5% | +35.9% | -95.4% | -66.9% |
| All | +78.7% | +284.2% | -205.5% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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