-26.7%
ZTS vs EFV
+25.8%
-52.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.3% | +5.0% |
| 7D | +15.4% | +2.9% | +12.5% | +12.9% |
| 30D | +25.8% | +3.6% | +22.2% | +22.4% |
| 3M | +18.1% | -0.1% | +18.2% | +18.0% |
| 6M | -19.7% | +9.6% | -29.4% | -25.6% |
| YTD | -27.5% | +17.0% | -44.5% | -36.8% |
| 1Y | -26.7% | +25.7% | -52.4% | -41.4% |
| All | -26.7% | +25.8% | -52.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling