+200.2%
ZTS vs EMB
+49.3%
+151.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.0% | +3.0% |
| 7D | -1.0% | +0.8% | -1.9% | -1.7% |
| 30D | +10.8% | +1.5% | +9.3% | +9.2% |
| 3M | +14.1% | -1.9% | +16.0% | +16.5% |
| 6M | +0.8% | -1.6% | +2.4% | +2.5% |
| YTD | -33.1% | 0.0% | -33.1% | -32.9% |
| 1Y | -30.0% | +1.1% | -31.1% | -30.5% |
| 3Y | -49.5% | +30.9% | -80.4% | -61.0% |
| 5Y | -60.2% | +7.1% | -67.3% | -62.6% |
| 10Y | +77.0% | +31.1% | +45.9% | +41.6% |
| All | +200.2% | +49.3% | +151.0% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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