+163.9%
ZTS vs BRO
+450.9%
-286.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.5% | -8.6% | +4.1% | -0.3% |
| 30D | -3.3% | -6.9% | +3.6% | +0.1% |
| 3M | -9.7% | +10.5% | -20.2% | -14.4% |
| 6M | -38.8% | -2.8% | -36.1% | -38.7% |
| YTD | -41.2% | -16.1% | -25.0% | -36.9% |
| 1Y | -50.3% | -27.6% | -22.7% | -42.8% |
| 3Y | -59.1% | -7.3% | -51.9% | -60.0% |
| 5Y | -62.8% | +19.0% | -81.8% | -69.0% |
| 10Y | +57.8% | +292.7% | -234.9% | -25.8% |
| All | +163.9% | +450.9% | -286.9% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling