+87.8%
ZTS vs EWT
+448.9%
-361.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.6% | +9.1% | -3.6% | +1.5% |
| 30D | +12.1% | -12.2% | +24.3% | +17.8% |
| 3M | +11.3% | -9.4% | +20.7% | +14.8% |
| 6M | +14.3% | +2.7% | +11.7% | +8.6% |
| YTD | -31.9% | +53.3% | -85.2% | -48.3% |
| 1Y | -29.3% | +59.2% | -88.4% | -47.5% |
| 3Y | -48.0% | +157.1% | -205.1% | -72.1% |
| 5Y | -58.9% | +119.6% | -178.5% | -75.8% |
| All | +87.8% | +448.9% | -361.2% | -38.3% |
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 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