+166.5%
ZTS vs BR
+822.0%
-655.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -1.7% |
| 7D | -4.8% | -5.9% | +1.2% | -1.7% |
| 30D | +1.2% | +1.9% | -0.7% | +0.2% |
| 3M | -6.0% | +14.7% | -20.7% | -13.0% |
| 6M | -38.7% | -12.8% | -26.0% | -34.8% |
| YTD | -40.6% | -23.0% | -17.6% | -32.7% |
| 1Y | -50.6% | -31.7% | -18.9% | -40.4% |
| 3Y | -58.7% | -4.8% | -54.0% | -59.3% |
| 5Y | -62.8% | +7.8% | -70.7% | -66.3% |
| 10Y | +56.2% | +184.1% | -127.9% | -15.0% |
| All | +166.5% | +822.0% | -655.5% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling