+205.7%
ZTS vs BND
+26.3%
+179.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +5.6% | -1.4% | +7.0% | +6.5% |
| 30D | +12.1% | +0.6% | +11.5% | +11.7% |
| 3M | +11.3% | -1.6% | +12.9% | +12.4% |
| 6M | +14.3% | -1.5% | +15.9% | +15.4% |
| YTD | -31.9% | -1.5% | -30.4% | -31.2% |
| 1Y | -29.3% | -1.1% | -28.2% | -28.7% |
| 3Y | -48.0% | +13.6% | -61.7% | -50.9% |
| 5Y | -58.9% | -1.8% | -57.1% | -60.0% |
| 10Y | +81.7% | +17.0% | +64.6% | +90.1% |
| All | +205.7% | +26.3% | +179.4% | +242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling