-59.0%
ZTS vs EWT
+200.7%
-259.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -3.8% | +2.1% | -5.9% | -4.2% |
| 30D | -2.0% | +9.4% | -11.4% | -3.8% |
| 3M | -10.2% | +10.9% | -21.1% | -12.7% |
| 6M | -39.4% | +57.9% | -97.3% | -47.7% |
| YTD | -40.8% | +75.9% | -116.7% | -50.6% |
| 1Y | -50.1% | +89.7% | -139.8% | -59.3% |
| All | -59.0% | +200.7% | -259.6% | -74.7% |
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