+174.6%
ZTS vs BN
+466.0%
-291.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | -2.0% | -2.5% | +0.5% | -1.0% |
| 30D | +1.9% | -9.5% | +11.4% | +6.0% |
| 3M | -4.0% | -10.4% | +6.4% | +0.2% |
| 6M | -39.1% | -6.4% | -32.8% | -37.8% |
| YTD | -38.8% | -11.9% | -26.9% | -36.2% |
| 1Y | -49.6% | -8.6% | -41.0% | -48.3% |
| 3Y | -59.0% | +77.6% | -136.5% | -69.4% |
| 5Y | -61.8% | +37.0% | -98.8% | -68.8% |
| 10Y | +61.4% | +266.4% | -204.9% | -17.3% |
| All | +174.6% | +466.0% | -291.4% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling