+55.7%
ZTS vs EFV
+169.9%
-114.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.6% |
| 7D | -3.7% | -0.8% | -2.9% | -3.2% |
| 30D | -0.8% | +0.6% | -1.4% | -1.2% |
| 3M | -9.7% | +7.5% | -17.3% | -14.7% |
| 6M | -38.4% | +13.0% | -51.4% | -43.8% |
| YTD | -41.1% | +18.3% | -59.4% | -48.1% |
| 1Y | -50.6% | +26.7% | -77.4% | -58.6% |
| 3Y | -59.1% | +89.6% | -148.7% | -74.7% |
| 5Y | -62.7% | +98.2% | -160.9% | -77.9% |
| All | +55.7% | +169.9% | -114.2% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling