+14.3%
ZTS vs BND
-1.5%
+15.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.2% |
| 7D | +5.6% | -1.4% | +7.0% | +8.0% |
| 30D | +12.1% | +0.6% | +11.5% | +11.2% |
| 3M | +11.3% | -1.6% | +12.9% | +12.6% |
| 6M | +14.3% | -1.5% | +15.9% | +16.7% |
| All | +14.3% | -1.5% | +15.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 6mo: compounded portfolio wealth divided by compounded BND 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…
6mo analysis · Full analysis span regression · 6 months rolling