-62.8%
ZTS vs EME
+540.8%
-603.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -4.5% | +0.9% | -5.4% | -4.6% |
| 30D | -3.3% | -8.4% | +5.1% | -2.4% |
| 3M | -9.7% | -3.6% | -6.1% | -9.9% |
| 6M | -38.8% | +3.6% | -42.4% | -39.7% |
| YTD | -41.2% | +22.5% | -63.7% | -43.8% |
| 1Y | -50.3% | +18.2% | -68.5% | -52.6% |
| 3Y | -59.1% | +238.4% | -297.5% | -72.5% |
| 5Y | -62.8% | +550.5% | -613.3% | -81.5% |
| All | -62.8% | +540.8% | -603.6% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling