-62.4%
ZTS vs EWT
+152.9%
-215.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -3.8% | +2.1% | -5.9% | -4.4% |
| 30D | -2.0% | +9.4% | -11.4% | -4.9% |
| 3M | -10.2% | +10.9% | -21.1% | -14.2% |
| 6M | -39.4% | +57.9% | -97.3% | -50.7% |
| YTD | -40.8% | +75.9% | -116.7% | -54.1% |
| 1Y | -50.1% | +89.7% | -139.8% | -62.7% |
| 3Y | -58.9% | +200.9% | -259.8% | -77.0% |
| 5Y | -62.4% | +154.5% | -216.9% | -77.0% |
| All | -62.4% | +152.9% | -215.3% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling