+85.0%
ZTS vs EAT
+325.9%
-240.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.2% |
| 7D | -7.4% | -8.9% | +1.5% | -6.3% |
| 30D | +9.9% | +3.4% | +6.5% | +9.3% |
| 3M | +10.3% | -9.3% | +19.7% | +11.2% |
| 6M | +9.2% | +43.8% | -34.6% | +3.5% |
| YTD | -32.9% | +39.9% | -72.8% | -36.5% |
| 1Y | -29.7% | +89.7% | -119.4% | -36.1% |
| 3Y | -49.0% | +491.3% | -540.2% | -61.1% |
| 5Y | -59.3% | +365.4% | -424.7% | -68.9% |
| All | +85.0% | +325.9% | -240.9% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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