+205.7%
ZTS vs EFV
+170.2%
+35.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.8% |
| 7D | +5.6% | +2.5% | +3.0% | +3.8% |
| 30D | +12.1% | +2.9% | +9.2% | +10.1% |
| 3M | +11.3% | -1.4% | +12.7% | +12.6% |
| 6M | +14.3% | +5.5% | +8.8% | +10.1% |
| YTD | -31.9% | +16.1% | -47.9% | -38.4% |
| 1Y | -29.3% | +20.3% | -49.5% | -37.6% |
| 3Y | -48.0% | +90.4% | -138.5% | -66.6% |
| 5Y | -58.9% | +93.5% | -152.4% | -74.0% |
| 10Y | +81.7% | +161.5% | -79.8% | -8.1% |
| All | +205.7% | +170.2% | +35.5% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling