+303.5%
EWY vs ZTS
+58.7%
+244.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.1% | -3.7% | +3.7% | +1.3% |
| 30D | +7.3% | -0.8% | +8.1% | +7.3% |
| 3M | -5.1% | -9.7% | +4.6% | -2.5% |
| 6M | +42.1% | -38.4% | +80.4% | +67.7% |
| YTD | +94.1% | -41.1% | +135.2% | +133.8% |
| 1Y | +147.8% | -50.6% | +198.4% | +219.9% |
| 3Y | +222.9% | -59.1% | +282.1% | +340.7% |
| 5Y | +150.6% | -62.7% | +213.3% | +249.3% |
| All | +303.5% | +58.7% | +244.8% | +215.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling