+166.5%
ZTS vs EME
+2,152.4%
-1,985.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.5% |
| 7D | -4.8% | +5.2% | -9.9% | -5.9% |
| 30D | +1.2% | -5.4% | +6.6% | +2.2% |
| 3M | -6.0% | -6.1% | +0.1% | -5.8% |
| 6M | -38.7% | +9.7% | -48.4% | -41.0% |
| YTD | -40.6% | +26.6% | -67.2% | -45.2% |
| 1Y | -50.6% | +24.6% | -75.2% | -54.7% |
| 3Y | -58.7% | +249.6% | -308.3% | -73.5% |
| 5Y | -62.8% | +556.6% | -619.4% | -80.8% |
| 10Y | +56.2% | +1,286.6% | -1,230.4% | -40.5% |
| All | +166.5% | +2,152.4% | -1,985.9% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling