-26.7%
ZTS vs EWT
+54.0%
-80.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.7% | +7.5% |
| 7D | +15.4% | -10.9% | +26.3% | +15.3% |
| 30D | +25.8% | -17.7% | +43.5% | +26.0% |
| 3M | +18.1% | -5.0% | +23.1% | +17.5% |
| 6M | -19.7% | +7.4% | -27.1% | -23.5% |
| YTD | -27.5% | +52.8% | -80.3% | -36.8% |
| 1Y | -26.7% | +55.2% | -81.9% | -36.3% |
| All | -26.7% | +54.0% | -80.7% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling