+16.9%
EFA vs ZTS
-26.9%
+43.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -4.9% | +1.7% |
| 7D | +2.0% | +15.4% | -13.5% | +0.3% |
| 30D | +1.6% | +25.8% | -24.1% | -1.0% |
| 3M | -1.5% | +18.1% | -19.6% | -3.5% |
| 6M | +6.6% | -19.7% | +26.4% | +11.5% |
| YTD | +11.8% | -27.5% | +39.3% | +20.7% |
| 1Y | +16.9% | -26.7% | +43.6% | +25.8% |
| All | +16.9% | -26.9% | +43.8% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling