-59.1%
ZTS vs EQH
+100.2%
-159.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.2% |
| 7D | -3.7% | +0.7% | -4.5% | -3.9% |
| 30D | -0.8% | +2.8% | -3.6% | -1.6% |
| 3M | -9.7% | +23.1% | -32.8% | -14.9% |
| 6M | -38.4% | +41.4% | -79.8% | -44.0% |
| YTD | -41.1% | +14.3% | -55.4% | -43.7% |
| 1Y | -50.6% | +1.6% | -52.2% | -51.6% |
| 3Y | -59.1% | +102.7% | -161.9% | -69.8% |
| All | -59.1% | +100.2% | -159.4% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling