-56.9%
ZTS vs BROS
+7.7%
-64.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -7.4% | -20.4% | +13.0% | -5.2% |
| 30D | +9.9% | -6.1% | +16.0% | +10.6% |
| 3M | +10.3% | -29.4% | +39.7% | +14.1% |
| 6M | +9.2% | -31.5% | +40.7% | +12.5% |
| YTD | -32.9% | -42.8% | +9.9% | -29.7% |
| 1Y | -29.7% | -37.5% | +7.8% | -27.0% |
| 3Y | -49.0% | +27.2% | -76.1% | -52.8% |
| 5Y | -59.3% | -47.0% | -12.3% | -61.0% |
| All | -56.9% | +7.7% | -64.6% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling