-30.0%
ZTS vs ECL
+17.4%
-47.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.4% |
| 30D | +12.4% | +6.6% | +5.8% | +7.9% |
| 3M | +13.6% | +9.6% | +4.0% | +6.8% |
| 6M | +9.3% | +21.6% | -12.3% | -5.8% |
| YTD | -32.6% | +16.9% | -49.5% | -39.5% |
| 1Y | -30.0% | +17.9% | -47.9% | -37.8% |
| All | -30.0% | +17.4% | -47.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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