-7.1%
ZTS vs EQX
+232.0%
-239.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +0.1% |
| 7D | -3.7% | -3.2% | -0.5% | -3.6% |
| 30D | -0.8% | +7.8% | -8.5% | -1.2% |
| 3M | -9.7% | +21.3% | -31.1% | -10.9% |
| 6M | -38.4% | -22.4% | -16.0% | -37.7% |
| YTD | -41.1% | -11.3% | -29.8% | -41.1% |
| 1Y | -50.6% | +13.5% | -64.1% | -51.5% |
| 3Y | -59.1% | +162.1% | -221.3% | -62.9% |
| 5Y | -62.7% | +84.2% | -146.9% | -66.7% |
| All | -7.1% | +232.0% | -239.2% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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