-5.7%
ZTS vs EQH
+234.7%
-240.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.3% |
| 7D | -3.7% | +0.7% | -4.5% | -3.9% |
| 30D | -0.8% | +2.8% | -3.6% | -1.7% |
| 3M | -9.7% | +23.1% | -32.8% | -15.4% |
| 6M | -38.4% | +41.4% | -79.8% | -44.7% |
| YTD | -41.1% | +14.3% | -55.4% | -43.9% |
| 1Y | -50.6% | +1.6% | -52.2% | -51.4% |
| 3Y | -59.1% | +102.7% | -161.9% | -68.3% |
| 5Y | -62.7% | +104.5% | -167.3% | -71.6% |
| All | -5.7% | +234.7% | -240.4% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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