-58.7%
ZTS vs BROS
+64.7%
-123.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.8% |
| 7D | -4.8% | -0.9% | -3.8% | -4.7% |
| 30D | +1.2% | -13.5% | +14.7% | +2.5% |
| 3M | -6.0% | -18.4% | +12.4% | -5.0% |
| 6M | -38.7% | -10.6% | -28.2% | -38.4% |
| YTD | -40.6% | -25.1% | -15.6% | -39.7% |
| 1Y | -50.6% | -28.6% | -21.9% | -49.8% |
| 3Y | -58.7% | +65.6% | -124.3% | -64.3% |
| All | -58.7% | +64.7% | -123.4% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling