+153.4%
EWY vs ZTS
-62.5%
+215.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +6.7% | -3.8% | +10.4% | +7.6% |
| 30D | +17.0% | -2.0% | +19.0% | +17.3% |
| 3M | +3.7% | -10.2% | +13.8% | +5.9% |
| 6M | +42.5% | -39.4% | +81.9% | +62.8% |
| YTD | +96.2% | -40.8% | +137.1% | +126.2% |
| 1Y | +160.4% | -50.1% | +210.5% | +215.7% |
| 3Y | +231.7% | -58.9% | +290.6% | +320.0% |
| All | +153.4% | -62.5% | +215.8% | +217.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling