-48.0%
ZTS vs EFV
+91.8%
-139.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.8% |
| 7D | +5.6% | +2.5% | +3.0% | +3.6% |
| 30D | +12.1% | +2.9% | +9.2% | +10.0% |
| 3M | +11.3% | -1.4% | +12.7% | +12.6% |
| 6M | +14.3% | +5.5% | +8.8% | +9.7% |
| YTD | -31.9% | +16.1% | -47.9% | -38.7% |
| 1Y | -29.3% | +20.3% | -49.5% | -38.0% |
| 3Y | -48.0% | +90.4% | -138.5% | -66.0% |
| All | -48.0% | +91.8% | -139.8% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling