-26.7%
ZTS vs BTDR
-69.9%
+43.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.6% | +13.1% | +7.5% |
| 7D | +15.4% | -17.6% | +33.0% | +15.4% |
| 30D | +25.8% | -40.3% | +66.0% | +26.2% |
| 3M | +18.1% | -42.6% | +60.7% | +18.5% |
| 6M | -19.7% | -46.3% | +26.6% | -19.8% |
| YTD | -27.5% | -41.7% | +14.2% | -28.6% |
| 1Y | -26.7% | -69.4% | +42.7% | -26.9% |
| All | -26.7% | -69.9% | +43.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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