+87.8%
ZTS vs EVRG
+124.6%
-36.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.8% |
| 7D | +5.6% | +1.4% | +4.2% | +5.0% |
| 30D | +12.1% | +7.4% | +4.7% | +8.9% |
| 3M | +11.3% | +7.2% | +4.0% | +8.1% |
| 6M | +14.3% | +9.5% | +4.8% | +10.0% |
| YTD | -31.9% | +25.6% | -57.5% | -38.3% |
| 1Y | -29.3% | +20.4% | -49.6% | -34.8% |
| 3Y | -48.0% | +108.8% | -156.9% | -62.2% |
| 5Y | -58.9% | +68.0% | -126.8% | -67.6% |
| All | +87.8% | +124.6% | -36.8% | +30.8% |
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