-60.5%
ZTS vs BTDR
+23.8%
-84.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.6% | -0.7% |
| 7D | -2.0% | +20.0% | -21.9% | -2.3% |
| 30D | +1.9% | +11.9% | -10.0% | +1.6% |
| 3M | -4.0% | -36.9% | +32.9% | -3.2% |
| 6M | -39.1% | +56.5% | -95.6% | -40.0% |
| YTD | -38.8% | +10.4% | -49.2% | -39.3% |
| 1Y | -49.6% | +3.1% | -52.6% | -50.1% |
| 3Y | -59.0% | -2.6% | -56.4% | -60.1% |
| 5Y | -61.8% | +25.2% | -86.9% | -63.7% |
| All | -60.5% | +23.8% | -84.3% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling