+55.7%
ZTS vs BR
+189.7%
-133.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -3.7% | -3.0% | -0.8% | -2.2% |
| 30D | -0.8% | -0.3% | -0.5% | -0.7% |
| 3M | -9.7% | +17.3% | -27.0% | -17.7% |
| 6M | -38.4% | -6.7% | -31.7% | -36.6% |
| YTD | -41.1% | -23.4% | -17.7% | -32.8% |
| 1Y | -50.6% | -32.7% | -18.0% | -39.5% |
| 3Y | -59.1% | -5.9% | -53.2% | -59.5% |
| 5Y | -62.7% | +8.4% | -71.2% | -66.7% |
| All | +55.7% | +189.7% | -133.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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