+55.5%
ZTS vs EWT
+512.3%
-456.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.5% |
| 7D | -4.5% | -1.1% | -3.4% | -4.0% |
| 30D | -3.3% | +4.8% | -8.1% | -5.5% |
| 3M | -9.7% | +11.1% | -20.9% | -15.5% |
| 6M | -38.8% | +54.6% | -93.5% | -52.5% |
| YTD | -41.2% | +71.4% | -112.6% | -56.9% |
| 1Y | -50.3% | +82.1% | -132.4% | -64.8% |
| 3Y | -59.1% | +193.2% | -252.4% | -79.0% |
| 5Y | -62.8% | +146.1% | -208.9% | -78.8% |
| All | +55.5% | +512.3% | -456.8% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling