-48.6%
ZTS vs EAT
+474.6%
-523.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.7% |
| 7D | +1.0% | -7.1% | +8.1% | +1.9% |
| 30D | +12.4% | -2.3% | +14.8% | +12.6% |
| 3M | +13.6% | -19.6% | +33.2% | +16.2% |
| 6M | +9.3% | +46.0% | -36.7% | +3.9% |
| YTD | -32.6% | +37.7% | -70.3% | -35.7% |
| 1Y | -30.0% | +73.8% | -103.8% | -35.0% |
| All | -48.6% | +474.6% | -523.2% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling