+58.8%
ZTS vs ED
+105.2%
-46.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | -2.0% | +1.9% | -4.0% | -2.8% |
| 3M | -10.2% | +1.9% | -12.0% | -10.9% |
| 6M | -39.4% | -2.3% | -37.2% | -39.0% |
| YTD | -40.8% | +10.9% | -51.7% | -43.3% |
| 1Y | -50.1% | +14.5% | -64.6% | -52.9% |
| 3Y | -58.9% | +33.4% | -92.3% | -63.8% |
| 5Y | -62.4% | +67.3% | -129.6% | -69.8% |
| 10Y | +58.8% | +110.7% | -51.9% | +22.1% |
| All | +58.8% | +105.2% | -46.4% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling