-62.8%
ZTS vs BTDR
+16.5%
-79.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.5% |
| 7D | -4.5% | -3.2% | -1.3% | -4.4% |
| 30D | -3.3% | +32.7% | -36.0% | -3.9% |
| 3M | -9.7% | -28.4% | +18.6% | -9.3% |
| 6M | -38.8% | +51.7% | -90.6% | -39.7% |
| YTD | -41.2% | +2.9% | -44.0% | -41.6% |
| 1Y | -50.3% | -15.5% | -34.8% | -50.7% |
| 3Y | -59.1% | 0.0% | -59.1% | -60.2% |
| 5Y | -62.8% | +16.5% | -79.2% | -65.1% |
| All | -62.8% | +16.5% | -79.2% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling