+305.0%
EWY vs ZTS
+162.3%
+142.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.5% | +1.5% |
| 7D | +8.0% | -4.8% | +12.8% | +9.7% |
| 30D | +14.3% | +1.2% | +13.1% | +13.5% |
| 3M | +2.3% | -6.0% | +8.3% | +3.3% |
| 6M | +49.9% | -38.7% | +88.6% | +74.3% |
| YTD | +95.3% | -40.6% | +136.0% | +130.0% |
| 1Y | +161.7% | -50.6% | +212.3% | +228.4% |
| 3Y | +230.2% | -58.7% | +288.9% | +333.7% |
| 5Y | +148.1% | -62.8% | +211.0% | +232.9% |
| 10Y | +293.2% | +56.2% | +237.0% | +232.1% |
| All | +305.0% | +162.3% | +142.7% | +205.1% |
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