+125.7%
EEM vs ZTS
+58.5%
+67.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.0% |
| 7D | -0.7% | -4.5% | +3.8% | +0.7% |
| 30D | +2.4% | -3.3% | +5.7% | +3.3% |
| 3M | +4.2% | -9.7% | +13.9% | +6.9% |
| 6M | +14.8% | -38.8% | +53.6% | +32.9% |
| YTD | +23.1% | -41.2% | +64.3% | +44.5% |
| 1Y | +32.5% | -50.3% | +82.8% | +64.5% |
| 3Y | +85.9% | -59.1% | +145.0% | +142.7% |
| 5Y | +43.6% | -62.8% | +106.3% | +90.8% |
| All | +125.7% | +58.5% | +67.2% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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