+200.7%
ZTS vs ECL
+388.6%
-187.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -0.6% | +0.4% | -1.1% | -0.6% |
| 30D | +11.0% | +8.6% | +2.4% | +6.6% |
| 3M | +10.9% | +7.9% | +3.1% | +6.9% |
| 6M | +0.9% | +21.0% | -20.1% | -8.6% |
| YTD | -33.0% | +17.5% | -50.5% | -38.2% |
| 1Y | -29.6% | +19.7% | -49.3% | -35.7% |
| 3Y | -49.0% | +77.4% | -126.5% | -62.5% |
| 5Y | -59.5% | +38.7% | -98.2% | -67.0% |
| 10Y | +77.0% | +193.5% | -116.5% | -2.0% |
| All | +200.7% | +388.6% | -187.9% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling