+107.1%
EEM vs ZTS
+170.4%
-63.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +2.0% |
| 7D | +2.3% | -2.0% | +4.3% | +3.0% |
| 30D | +4.5% | +1.9% | +2.6% | +3.5% |
| 3M | -0.1% | -4.0% | +3.9% | +0.5% |
| 6M | +16.9% | -39.1% | +56.1% | +35.1% |
| YTD | +26.2% | -38.8% | +65.0% | +45.4% |
| 1Y | +40.5% | -49.6% | +90.1% | +72.1% |
| 3Y | +86.2% | -59.0% | +145.2% | +140.3% |
| 5Y | +45.5% | -61.8% | +107.2% | +88.9% |
| 10Y | +128.6% | +61.4% | +67.2% | +78.2% |
| All | +107.1% | +170.4% | -63.2% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling