+162.2%
EFA vs ZTS
+200.9%
-38.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.2% |
| 7D | +2.2% | +5.6% | -3.3% | +0.6% |
| 30D | +1.4% | +12.1% | -10.7% | -2.3% |
| 3M | -4.2% | +11.3% | -15.4% | -7.6% |
| 6M | +1.9% | +14.3% | -12.4% | -3.1% |
| YTD | +10.2% | -31.9% | +42.1% | +21.9% |
| 1Y | +12.8% | -29.3% | +42.0% | +23.1% |
| 3Y | +65.2% | -48.0% | +113.3% | +95.1% |
| 5Y | +49.8% | -58.9% | +108.7% | +88.4% |
| 10Y | +145.2% | +81.7% | +63.5% | +95.6% |
| All | +162.2% | +200.9% | -38.7% | +84.4% |
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