-59.3%
ZTS vs EAT
+355.7%
-415.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.7% |
| 7D | +1.0% | -7.1% | +8.1% | +2.1% |
| 30D | +12.4% | -2.3% | +14.8% | +12.6% |
| 3M | +13.6% | -19.6% | +33.2% | +16.9% |
| 6M | +9.3% | +46.0% | -36.7% | +2.3% |
| YTD | -32.6% | +37.7% | -70.3% | -36.7% |
| 1Y | -30.0% | +73.8% | -103.8% | -36.7% |
| 3Y | -48.7% | +482.1% | -530.8% | -64.6% |
| 5Y | -59.3% | +362.5% | -421.8% | -72.4% |
| All | -59.3% | +355.7% | -415.0% | -72.4% |
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