-49.6%
ZTS vs BRO
-24.4%
-25.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.3% |
| 7D | -2.0% | -2.6% | +0.6% | -1.4% |
| 30D | +1.9% | +0.9% | +1.0% | +1.7% |
| 3M | -4.0% | +24.8% | -28.8% | -7.0% |
| 6M | -39.1% | -0.1% | -39.1% | -39.7% |
| YTD | -38.8% | -9.7% | -29.1% | -38.8% |
| 1Y | -49.6% | -24.5% | -25.1% | -48.7% |
| All | -49.6% | -24.4% | -25.1% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling