+166.5%
ZTS vs IEFA
+181.4%
-15.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.5% |
| 7D | -4.8% | +1.2% | -5.9% | -5.6% |
| 30D | +1.2% | -0.6% | +1.8% | +1.7% |
| 3M | -6.0% | +6.2% | -12.2% | -10.7% |
| 6M | -38.7% | +11.2% | -49.9% | -43.8% |
| YTD | -40.6% | +14.2% | -54.8% | -46.7% |
| 1Y | -50.6% | +20.0% | -70.6% | -57.3% |
| 3Y | -58.7% | +68.8% | -127.5% | -73.0% |
| 5Y | -62.8% | +52.7% | -115.5% | -73.8% |
| 10Y | +56.2% | +144.2% | -88.0% | -23.3% |
| All | +166.5% | +181.4% | -15.0% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling