+204.5%
EWY vs ZTS
+200.9%
+3.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | +4.2% | +5.6% | -1.4% | +2.4% |
| 30D | -10.7% | +12.1% | -22.8% | -14.1% |
| 3M | -20.1% | +11.3% | -31.3% | -23.2% |
| 6M | -24.3% | +14.3% | -38.6% | -28.8% |
| YTD | +46.9% | -31.9% | +78.7% | +64.8% |
| 1Y | +55.2% | -29.3% | +84.4% | +71.4% |
| 3Y | +157.0% | -48.0% | +205.0% | +210.5% |
| 5Y | +98.9% | -58.9% | +157.7% | +158.5% |
| 10Y | +226.3% | +81.7% | +144.6% | +162.0% |
| All | +204.5% | +200.9% | +3.6% | +118.6% |
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