+174.6%
ZTS vs EVRG
+345.8%
-171.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | +1.9% | -1.0% | +2.9% | +2.2% |
| 3M | -4.0% | +0.4% | -4.4% | -4.3% |
| 6M | -39.1% | -0.8% | -38.3% | -39.2% |
| YTD | -38.8% | +15.3% | -54.1% | -42.3% |
| 1Y | -49.6% | +17.9% | -67.5% | -52.9% |
| 3Y | -59.0% | +71.9% | -130.9% | -66.9% |
| 5Y | -61.8% | +45.3% | -107.0% | -67.4% |
| 10Y | +61.4% | +113.1% | -51.6% | +20.4% |
| All | +174.6% | +345.8% | -171.1% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling