+174.6%
ZTS vs ECL
+344.7%
-170.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.0% | -2.6% | +0.6% | -0.6% |
| 30D | +1.9% | -2.2% | +4.1% | +3.0% |
| 3M | -4.0% | +10.1% | -14.1% | -8.8% |
| 6M | -39.1% | -5.7% | -33.4% | -37.3% |
| YTD | -38.8% | +7.0% | -45.8% | -40.9% |
| 1Y | -49.6% | +2.7% | -52.2% | -50.4% |
| 3Y | -59.0% | +57.7% | -116.7% | -68.0% |
| 5Y | -61.8% | +31.1% | -92.9% | -68.0% |
| 10Y | +61.4% | +150.9% | -89.4% | -4.1% |
| All | +174.6% | +344.7% | -170.1% | +34.7% |
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 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