-26.7%
ZTS vs IEFA
+17.0%
-43.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.5% | +5.0% | +6.0% |
| 7D | +15.4% | +1.9% | +13.5% | +14.2% |
| 30D | +25.8% | +1.4% | +24.4% | +24.6% |
| 3M | +18.1% | -1.4% | +19.5% | +18.9% |
| 6M | -19.7% | +6.3% | -26.1% | -23.3% |
| YTD | -27.5% | +11.9% | -39.4% | -33.4% |
| 1Y | -26.7% | +17.0% | -43.7% | -35.9% |
| All | -26.7% | +17.0% | -43.7% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling