-59.5%
ZTS vs EWT
+126.4%
-185.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -1.6% |
| 7D | -7.4% | +3.2% | -10.6% | -8.4% |
| 30D | +9.9% | -12.3% | +22.2% | +13.8% |
| 3M | +10.3% | -3.6% | +13.9% | +10.5% |
| 6M | +9.2% | +3.1% | +6.1% | +5.0% |
| YTD | -32.9% | +57.7% | -90.6% | -46.6% |
| 1Y | -29.7% | +60.3% | -90.0% | -44.5% |
| 3Y | -49.0% | +163.4% | -212.3% | -70.4% |
| All | -59.5% | +126.4% | -185.9% | -74.4% |
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