+77.0%
ZTS vs EL
+60.9%
+16.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -0.6% | +7.6% | -8.3% | -2.7% |
| 30D | +11.0% | +15.7% | -4.7% | +6.3% |
| 3M | +10.9% | +30.5% | -19.6% | +2.0% |
| 6M | +0.9% | +32.5% | -31.6% | -8.2% |
| YTD | -33.0% | +9.4% | -42.4% | -36.5% |
| 1Y | -29.6% | +28.4% | -58.0% | -36.7% |
| 3Y | -49.0% | +4.4% | -53.5% | -54.1% |
| 5Y | -59.5% | -64.5% | +5.0% | -46.5% |
| 10Y | +77.0% | +64.9% | +12.2% | +36.6% |
| All | +77.0% | +60.9% | +16.2% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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