-62.0%
ZTS vs BROS
+38.3%
-100.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | -3.8% | -6.6% | +2.8% | -3.1% |
| 30D | -2.0% | -12.3% | +10.3% | -0.8% |
| 3M | -10.2% | -22.2% | +12.0% | -8.5% |
| 6M | -39.4% | -14.3% | -25.1% | -38.8% |
| YTD | -40.8% | -26.6% | -14.3% | -39.5% |
| 1Y | -50.1% | -31.5% | -18.6% | -48.8% |
| 3Y | -58.9% | +62.3% | -121.1% | -62.9% |
| All | -62.0% | +38.3% | -100.3% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling