-57.7%
ZTS vs ETHA
-29.6%
-28.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.0% |
| 7D | -4.8% | +2.7% | -7.5% | -4.9% |
| 30D | +1.2% | +29.4% | -28.1% | -0.4% |
| 3M | -6.0% | +47.2% | -53.2% | -8.4% |
| 6M | -38.7% | +25.4% | -64.1% | -39.7% |
| YTD | -40.6% | -16.5% | -24.1% | -40.3% |
| 1Y | -50.6% | -42.3% | -8.3% | -49.3% |
| All | -57.7% | -29.6% | -28.1% | -57.7% |
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