+55.7%
ZTS vs BRO
+294.2%
-238.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.7% | -7.3% | +3.6% | -0.1% |
| 30D | -0.8% | -6.9% | +6.1% | +2.8% |
| 3M | -9.7% | +10.7% | -20.4% | -14.7% |
| 6M | -38.4% | -2.7% | -35.7% | -38.2% |
| YTD | -41.1% | -16.3% | -24.8% | -36.5% |
| 1Y | -50.6% | -29.1% | -21.5% | -42.2% |
| 3Y | -59.1% | -7.8% | -51.3% | -60.1% |
| 5Y | -62.7% | +18.7% | -81.4% | -69.7% |
| All | +55.7% | +294.2% | -238.5% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling