-59.0%
ZTS vs EME
+240.3%
-299.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | -3.8% | +2.7% | -6.5% | -3.8% |
| 30D | -2.0% | -6.8% | +4.8% | -1.9% |
| 3M | -10.2% | -8.8% | -1.4% | -9.8% |
| 6M | -39.4% | +5.0% | -44.4% | -39.6% |
| YTD | -40.8% | +23.5% | -64.3% | -41.7% |
| 1Y | -50.1% | +21.3% | -71.4% | -51.0% |
| All | -59.0% | +240.3% | -299.3% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling