+87.8%
ZTS vs EW
+254.3%
-166.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.6% |
| 7D | +5.6% | +4.9% | +0.7% | +3.7% |
| 30D | +12.1% | +23.9% | -11.9% | +3.6% |
| 3M | +11.3% | +15.8% | -4.5% | +5.4% |
| 6M | +14.3% | +31.7% | -17.3% | +3.2% |
| YTD | -31.9% | +25.7% | -57.6% | -37.6% |
| 1Y | -29.3% | +24.4% | -53.7% | -35.0% |
| 3Y | -48.0% | +65.9% | -113.9% | -60.1% |
| 5Y | -58.9% | -7.6% | -51.3% | -60.4% |
| All | +87.8% | +254.3% | -166.6% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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