+200.7%
ZTS vs ED
+248.2%
-47.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -0.6% | +2.1% | -2.8% | -1.3% |
| 30D | +11.0% | +12.4% | -1.4% | +6.7% |
| 3M | +10.9% | +13.1% | -2.2% | +6.4% |
| 6M | +0.9% | +14.1% | -13.1% | -3.5% |
| YTD | -33.0% | +23.1% | -56.0% | -37.7% |
| 1Y | -29.6% | +25.4% | -55.1% | -35.0% |
| 3Y | -49.0% | +47.9% | -96.9% | -55.9% |
| 5Y | -59.5% | +81.9% | -141.4% | -67.5% |
| 10Y | +77.0% | +141.3% | -64.2% | +33.5% |
| All | +200.7% | +248.2% | -47.4% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling