+172.8%
EFA vs ZTS
+170.4%
+2.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.3% |
| 7D | +0.6% | -2.0% | +2.6% | +1.2% |
| 30D | +0.9% | +1.9% | -1.1% | 0.0% |
| 3M | +4.9% | -4.0% | +8.9% | +5.6% |
| 6M | +8.6% | -39.1% | +47.7% | +24.9% |
| YTD | +14.6% | -38.8% | +53.4% | +31.4% |
| 1Y | +22.6% | -49.6% | +72.2% | +49.1% |
| 3Y | +66.5% | -59.0% | +125.5% | +113.0% |
| 5Y | +54.5% | -61.8% | +116.3% | +98.6% |
| 10Y | +144.8% | +61.4% | +83.3% | +102.7% |
| All | +172.8% | +170.4% | +2.4% | +98.7% |
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