+121.1%
EEM vs ZTS
+80.8%
+40.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +2.7% | +5.6% | -2.9% | +0.9% |
| 30D | -5.4% | +12.1% | -17.5% | -9.0% |
| 3M | -8.6% | +11.3% | -19.9% | -12.2% |
| 6M | -8.9% | +14.3% | -23.2% | -13.9% |
| YTD | +11.9% | -31.9% | +43.8% | +25.0% |
| 1Y | +13.1% | -29.3% | +42.3% | +24.3% |
| 3Y | +70.7% | -48.0% | +118.7% | +104.3% |
| 5Y | +31.8% | -58.9% | +90.7% | +71.2% |
| All | +121.1% | +80.8% | +40.3% | +54.8% |
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