-52.0%
ZTS vs EOSE
-57.1%
+5.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.8% | -13.8% | -3.2% |
| 7D | -4.8% | +41.4% | -46.2% | -5.7% |
| 30D | +1.2% | +3.6% | -2.4% | +1.0% |
| 3M | -6.0% | -35.7% | +29.7% | -5.3% |
| 6M | -38.7% | -29.9% | -8.9% | -38.8% |
| YTD | -40.6% | -62.5% | +21.9% | -39.9% |
| 1Y | -50.6% | -37.4% | -13.2% | -51.2% |
| 3Y | -58.7% | +55.8% | -114.5% | -62.4% |
| 5Y | -62.8% | -67.8% | +5.0% | -67.5% |
| All | -52.0% | -57.1% | +5.1% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling