-61.2%
ZTS vs EW
-14.5%
-46.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.7% |
| 7D | -0.4% | +11.0% | -11.4% | -3.5% |
| 30D | +11.7% | +19.1% | -7.3% | +6.0% |
| 3M | +3.5% | +14.4% | -10.9% | -0.7% |
| 6M | -27.6% | +22.8% | -50.4% | -32.0% |
| YTD | -35.5% | +19.8% | -55.3% | -39.0% |
| 1Y | -32.1% | +23.9% | -56.0% | -36.5% |
| 3Y | -49.1% | +52.2% | -101.3% | -58.6% |
| All | -61.2% | -14.5% | -46.8% | -60.3% |
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