+55.7%
ZTS vs EME
+1,362.1%
-1,306.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -0.7% |
| 7D | -3.7% | +3.5% | -7.3% | -4.5% |
| 30D | -0.8% | -6.3% | +5.6% | +0.3% |
| 3M | -9.7% | -3.8% | -6.0% | -10.0% |
| 6M | -38.4% | +8.5% | -46.9% | -40.4% |
| YTD | -41.1% | +27.8% | -68.9% | -45.5% |
| 1Y | -50.6% | +22.2% | -72.8% | -54.3% |
| 3Y | -59.1% | +253.5% | -312.6% | -73.6% |
| 5Y | -62.7% | +578.6% | -641.3% | -80.9% |
| All | +55.7% | +1,362.1% | -1,306.4% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling