-62.4%
ZTS vs EFV
+95.4%
-157.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.3% |
| 7D | -3.8% | -0.5% | -3.2% | -3.4% |
| 30D | -2.0% | 0.0% | -2.0% | -2.0% |
| 3M | -10.2% | +8.4% | -18.6% | -15.7% |
| 6M | -39.4% | +12.3% | -51.7% | -44.4% |
| YTD | -40.8% | +17.4% | -58.2% | -47.5% |
| 1Y | -50.1% | +27.1% | -77.2% | -58.2% |
| 3Y | -58.9% | +90.7% | -149.6% | -74.7% |
| 5Y | -62.4% | +95.6% | -158.0% | -78.2% |
| All | -62.4% | +95.4% | -157.8% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling