-49.1%
ZTS vs ED
+44.5%
-93.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.5% |
| 7D | -0.4% | +1.6% | -2.0% | -0.9% |
| 30D | +11.7% | +13.3% | -1.6% | +7.8% |
| 3M | +3.5% | +9.7% | -6.3% | +0.6% |
| 6M | -27.6% | +12.8% | -40.4% | -30.1% |
| YTD | -35.5% | +22.3% | -57.8% | -39.3% |
| 1Y | -32.1% | +26.3% | -58.4% | -36.8% |
| 3Y | -49.1% | +45.0% | -94.1% | -55.4% |
| All | -49.1% | +44.5% | -93.6% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling