+83.7%
EEM vs ZTS
+200.9%
-117.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +2.7% | +5.6% | -2.9% | +1.0% |
| 30D | -5.4% | +12.1% | -17.5% | -8.9% |
| 3M | -8.6% | +11.3% | -19.9% | -12.1% |
| 6M | -8.9% | +14.3% | -23.2% | -13.7% |
| YTD | +11.9% | -31.9% | +43.8% | +24.2% |
| 1Y | +13.1% | -29.3% | +42.3% | +23.7% |
| 3Y | +70.7% | -48.0% | +118.7% | +102.4% |
| 5Y | +31.8% | -58.9% | +90.7% | +67.5% |
| 10Y | +119.5% | +81.7% | +37.9% | +64.5% |
| All | +83.7% | +200.9% | -117.3% | +19.4% |
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