-49.6%
ZTS vs BROS
-35.3%
-14.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.7% |
| 7D | -2.0% | -6.7% | +4.7% | -0.9% |
| 30D | +1.9% | -29.1% | +31.0% | +7.4% |
| 3M | -4.0% | -16.7% | +12.7% | -3.7% |
| 6M | -39.1% | -11.6% | -27.5% | -39.4% |
| YTD | -38.8% | -23.9% | -14.9% | -38.1% |
| 1Y | -49.6% | -34.8% | -14.8% | -50.1% |
| All | -49.6% | -35.3% | -14.3% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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