-61.2%
ZTS vs ECL
+37.7%
-98.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.3% |
| 7D | -0.4% | -0.8% | +0.4% | +0.3% |
| 30D | +11.7% | +8.1% | +3.6% | +7.2% |
| 3M | +3.5% | +6.4% | -2.9% | +0.2% |
| 6M | -27.6% | +14.8% | -42.4% | -32.7% |
| YTD | -35.5% | +15.5% | -50.9% | -40.3% |
| 1Y | -32.1% | +20.1% | -52.2% | -38.5% |
| 3Y | -49.1% | +77.8% | -126.8% | -63.6% |
| All | -61.2% | +37.7% | -98.9% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling