+65.2%
EFA vs ZTS
-48.0%
+113.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | 0.0% |
| 7D | +2.2% | +5.6% | -3.3% | +1.3% |
| 30D | +1.4% | +12.1% | -10.7% | -0.6% |
| 3M | -4.2% | +11.3% | -15.4% | -6.0% |
| 6M | +1.9% | +14.3% | -12.4% | -0.9% |
| YTD | +10.2% | -31.9% | +42.1% | +18.4% |
| 1Y | +12.8% | -29.3% | +42.0% | +20.1% |
| 3Y | +65.2% | -48.0% | +113.3% | +88.2% |
| All | +65.2% | -48.0% | +113.2% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling