-62.8%
ZTS vs EW
-28.5%
-34.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.6% | -1.9% |
| 7D | -4.8% | -4.4% | -0.3% | -3.5% |
| 30D | +1.2% | -3.3% | +4.6% | +2.3% |
| 3M | -6.0% | +1.0% | -7.0% | -6.3% |
| 6M | -38.7% | +6.2% | -45.0% | -39.8% |
| YTD | -40.6% | +1.7% | -42.3% | -41.0% |
| 1Y | -50.6% | +8.1% | -58.7% | -51.9% |
| 3Y | -58.7% | +17.1% | -75.8% | -63.3% |
| 5Y | -62.8% | -29.4% | -33.5% | -59.4% |
| All | -62.8% | -28.5% | -34.3% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling