+174.6%
ZTS vs EAT
+764.5%
-589.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +1.9% | +1.9% | 0.0% | +1.5% |
| 3M | -4.0% | +68.7% | -72.7% | -10.9% |
| 6M | -39.1% | +66.9% | -106.0% | -43.7% |
| YTD | -38.8% | +60.4% | -99.2% | -43.2% |
| 1Y | -49.6% | +44.0% | -93.6% | -52.7% |
| 3Y | -59.0% | +604.7% | -663.7% | -70.1% |
| 5Y | -61.8% | +347.0% | -408.8% | -71.3% |
| 10Y | +61.4% | +390.8% | -329.3% | +12.7% |
| All | +174.6% | +764.5% | -589.8% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling