-62.8%
ZTS vs EAT
+326.5%
-389.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.5% |
| 7D | -4.8% | -4.9% | +0.1% | -4.1% |
| 30D | +1.2% | -1.2% | +2.4% | +1.2% |
| 3M | -6.0% | +52.2% | -58.3% | -12.0% |
| 6M | -38.7% | +65.0% | -103.8% | -43.6% |
| YTD | -40.6% | +55.0% | -95.6% | -45.0% |
| 1Y | -50.6% | +42.1% | -92.7% | -53.8% |
| 3Y | -58.7% | +614.7% | -673.5% | -72.0% |
| 5Y | -62.8% | +322.7% | -385.6% | -74.8% |
| All | -62.8% | +326.5% | -389.3% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling