-48.8%
ZTS vs EWT
+164.9%
-213.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.9% |
| 7D | -7.4% | +3.2% | -10.6% | -8.0% |
| 30D | +9.9% | -12.3% | +22.2% | +11.9% |
| 3M | +10.3% | -3.6% | +13.9% | +10.3% |
| 6M | +9.2% | +3.1% | +6.1% | +6.3% |
| YTD | -32.9% | +57.7% | -90.6% | -42.7% |
| 1Y | -29.7% | +60.3% | -90.0% | -40.3% |
| All | -48.8% | +164.9% | -213.7% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling