+166.5%
ZTS vs EFV
+175.8%
-9.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.5% |
| 7D | -4.8% | +1.0% | -5.8% | -5.4% |
| 30D | +1.2% | +0.2% | +1.1% | +1.1% |
| 3M | -6.0% | +9.6% | -15.6% | -12.0% |
| 6M | -38.7% | +14.0% | -52.8% | -44.0% |
| YTD | -40.6% | +18.5% | -59.1% | -47.2% |
| 1Y | -50.6% | +27.9% | -78.5% | -58.3% |
| 3Y | -58.7% | +92.4% | -151.2% | -73.8% |
| 5Y | -62.8% | +97.2% | -160.0% | -76.9% |
| 10Y | +56.2% | +163.0% | -106.8% | -21.6% |
| All | +166.5% | +175.8% | -9.3% | +30.1% |
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 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