-49.0%
ZTS vs EL
+3.4%
-52.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -0.6% | +7.6% | -8.3% | -2.0% |
| 30D | +11.0% | +15.7% | -4.7% | +7.8% |
| 3M | +10.9% | +30.5% | -19.6% | +5.0% |
| 6M | +0.9% | +32.5% | -31.6% | -5.1% |
| YTD | -33.0% | +9.4% | -42.4% | -35.4% |
| 1Y | -29.6% | +28.4% | -58.0% | -34.3% |
| 3Y | -49.0% | +4.4% | -53.5% | -51.9% |
| All | -49.0% | +3.4% | -52.4% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling