-30.0%
ZTS vs BROS
-40.8%
+10.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.3% |
| 7D | +1.0% | -2.5% | +3.5% | +1.5% |
| 30D | +12.4% | -11.2% | +23.7% | +15.4% |
| 3M | +13.6% | -33.9% | +47.5% | +22.8% |
| 6M | +9.3% | -33.5% | +42.8% | +11.7% |
| YTD | -32.6% | -44.9% | +12.4% | -27.0% |
| 1Y | -30.0% | -41.5% | +11.5% | -26.4% |
| All | -30.0% | -40.8% | +10.8% | -26.4% |
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