+55.5%
ZTS vs EW
+126.7%
-71.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -4.5% | -3.4% | -1.1% | -3.3% |
| 30D | -3.3% | -7.4% | +4.1% | -0.6% |
| 3M | -9.7% | +0.9% | -10.7% | -10.1% |
| 6M | -38.8% | +1.2% | -40.0% | -39.1% |
| YTD | -41.2% | +1.8% | -43.0% | -41.7% |
| 1Y | -50.3% | +10.8% | -61.1% | -52.3% |
| 3Y | -59.1% | +17.1% | -76.3% | -63.9% |
| 5Y | -62.8% | -28.2% | -34.5% | -60.7% |
| All | +55.5% | +126.7% | -71.2% | +9.7% |
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