-46.9%
ZTS vs BOXX
+18.4%
-65.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | 0.0% | -4.5% | -4.6% |
| 30D | -3.3% | +0.3% | -3.6% | -3.7% |
| 3M | -9.7% | +1.0% | -10.7% | -10.8% |
| 6M | -38.8% | +1.9% | -40.8% | -39.2% |
| YTD | -41.2% | +2.6% | -43.8% | -41.3% |
| 1Y | -50.3% | +4.0% | -54.3% | -49.8% |
| 3Y | -59.1% | +14.6% | -73.8% | -59.5% |
| All | -46.9% | +18.4% | -65.3% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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