+58.8%
ZTS vs EL
+28.8%
+30.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.5% |
| 7D | -3.8% | -2.4% | -1.4% | -3.1% |
| 30D | -2.0% | +13.7% | -15.7% | -6.0% |
| 3M | -10.2% | +14.5% | -24.7% | -14.3% |
| 6M | -39.4% | +7.4% | -46.8% | -41.5% |
| YTD | -40.8% | -4.7% | -36.1% | -41.5% |
| 1Y | -50.1% | +12.9% | -63.1% | -53.6% |
| 3Y | -58.9% | -32.2% | -26.7% | -57.2% |
| 5Y | -62.4% | -68.4% | +6.0% | -49.0% |
| 10Y | +58.8% | +28.3% | +30.6% | +36.0% |
| All | +58.8% | +28.8% | +30.0% | +36.0% |
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