+55.5%
ZTS vs EVRG
+113.2%
-57.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -4.5% | -0.7% | -3.8% | -4.2% |
| 30D | -3.3% | 0.0% | -3.3% | -3.4% |
| 3M | -9.7% | -1.0% | -8.8% | -9.6% |
| 6M | -38.8% | +1.0% | -39.8% | -39.4% |
| YTD | -41.2% | +15.1% | -56.3% | -44.9% |
| 1Y | -50.3% | +17.6% | -67.9% | -53.9% |
| 3Y | -59.1% | +70.5% | -129.6% | -67.7% |
| 5Y | -62.8% | +48.9% | -111.6% | -69.2% |
| All | +55.5% | +113.2% | -57.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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