-52.4%
ZTS vs EOSE
-60.6%
+8.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -3.7% | +1.8% | -5.6% | -3.8% |
| 30D | -0.8% | -6.8% | +6.1% | -0.7% |
| 3M | -9.7% | -36.3% | +26.6% | -9.0% |
| 6M | -38.4% | -38.8% | +0.4% | -38.2% |
| YTD | -41.1% | -65.5% | +24.4% | -40.3% |
| 1Y | -50.6% | -45.3% | -5.3% | -51.1% |
| 3Y | -59.1% | +44.2% | -103.3% | -62.7% |
| 5Y | -62.7% | -69.5% | +6.8% | -67.3% |
| All | -52.4% | -60.6% | +8.2% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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