-51.5%
ZTS vs ETHA
-44.8%
-6.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.4% | +1.2% |
| 7D | +5.6% | -12.5% | +18.1% | +6.4% |
| 30D | +12.1% | -19.8% | +31.9% | +13.6% |
| 3M | +11.3% | +3.1% | +8.2% | +10.8% |
| 6M | +14.3% | -13.8% | +28.1% | +15.0% |
| YTD | -31.9% | -34.6% | +2.7% | -30.6% |
| 1Y | -29.3% | -38.7% | +9.4% | -27.7% |
| All | -51.5% | -44.8% | -6.7% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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