-62.3%
ZTS vs EVRG
+48.0%
-110.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -0.8% | -1.2% | +0.4% | -0.4% |
| 3M | -9.7% | -0.6% | -9.1% | -9.7% |
| 6M | -38.4% | +2.4% | -40.8% | -39.2% |
| YTD | -41.1% | +15.5% | -56.5% | -44.7% |
| 1Y | -50.6% | +16.8% | -67.4% | -53.9% |
| 3Y | -59.1% | +75.0% | -134.1% | -67.9% |
| All | -62.3% | +48.0% | -110.4% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling