+200.7%
ZTS vs EW
+580.5%
-379.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | -0.6% | +9.3% | -9.9% | -3.5% |
| 30D | +11.0% | +22.1% | -11.1% | +3.9% |
| 3M | +10.9% | +13.0% | -2.1% | +6.4% |
| 6M | +0.9% | +30.1% | -29.2% | -7.6% |
| YTD | -33.0% | +22.0% | -55.0% | -37.5% |
| 1Y | -29.6% | +23.7% | -53.3% | -34.7% |
| 3Y | -49.0% | +62.0% | -111.0% | -59.2% |
| 5Y | -59.5% | -12.4% | -47.1% | -60.3% |
| 10Y | +77.0% | +236.1% | -159.0% | +13.3% |
| All | +200.7% | +580.5% | -379.8% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling