+55.7%
ZTS vs IEFA
+148.3%
-92.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.7% |
| 7D | -3.7% | -1.6% | -2.2% | -2.5% |
| 30D | -0.8% | -1.5% | +0.7% | +0.5% |
| 3M | -9.7% | +3.4% | -13.1% | -12.6% |
| 6M | -38.4% | +9.5% | -47.9% | -43.2% |
| YTD | -41.1% | +13.0% | -54.1% | -47.2% |
| 1Y | -50.6% | +18.0% | -68.6% | -57.3% |
| 3Y | -59.1% | +65.4% | -124.5% | -73.8% |
| 5Y | -62.7% | +51.6% | -114.3% | -74.4% |
| All | +55.7% | +148.3% | -92.6% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling