-62.0%
ZTS vs BTDR
+19.6%
-81.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | +0.1% |
| 7D | -3.7% | -3.4% | -0.4% | -3.7% |
| 30D | -0.8% | +32.6% | -33.4% | -1.4% |
| 3M | -9.7% | -32.2% | +22.5% | -9.1% |
| 6M | -38.4% | +52.4% | -90.8% | -39.2% |
| YTD | -41.1% | +6.7% | -47.8% | -41.6% |
| 1Y | -50.6% | -15.2% | -35.4% | -51.0% |
| 3Y | -59.1% | +14.9% | -74.0% | -60.2% |
| 5Y | -62.7% | +20.8% | -83.5% | -64.6% |
| All | -62.0% | +19.6% | -81.6% | -64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling