-62.4%
ZTS vs EL
-68.4%
+6.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.3% |
| 7D | -3.8% | -2.4% | -1.4% | -3.2% |
| 30D | -2.0% | +13.7% | -15.7% | -5.3% |
| 3M | -10.2% | +14.5% | -24.7% | -13.5% |
| 6M | -39.4% | +7.4% | -46.8% | -41.1% |
| YTD | -40.8% | -4.7% | -36.1% | -41.4% |
| 1Y | -50.1% | +12.9% | -63.1% | -52.9% |
| 3Y | -58.9% | -32.2% | -26.7% | -57.3% |
| 5Y | -62.4% | -68.4% | +6.0% | -50.7% |
| All | -62.4% | -68.4% | +6.0% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling