+302.8%
EWY vs ZTS
+170.4%
+132.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.8% |
| 7D | +4.8% | -2.0% | +6.8% | +5.5% |
| 30D | +11.7% | +1.9% | +9.8% | +10.4% |
| 3M | -7.4% | -4.0% | -3.4% | -7.1% |
| 6M | +40.6% | -39.1% | +79.7% | +64.3% |
| YTD | +94.3% | -38.8% | +133.1% | +126.5% |
| 1Y | +164.3% | -49.6% | +213.8% | +229.6% |
| 3Y | +221.0% | -59.0% | +280.0% | +323.7% |
| 5Y | +139.1% | -61.8% | +200.9% | +218.0% |
| 10Y | +298.8% | +61.4% | +237.4% | +233.5% |
| All | +302.8% | +170.4% | +132.5% | +200.5% |
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