+174.6%
ZTS vs EL
+101.7%
+72.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.5% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | +1.9% | +19.8% | -17.9% | -3.8% |
| 3M | -4.0% | +25.7% | -29.7% | -10.8% |
| 6M | -39.1% | +5.4% | -44.6% | -40.9% |
| YTD | -38.8% | +0.2% | -39.0% | -40.4% |
| 1Y | -49.6% | +20.4% | -70.0% | -53.9% |
| 3Y | -59.0% | -32.1% | -26.8% | -57.3% |
| 5Y | -61.8% | -67.2% | +5.4% | -49.7% |
| 10Y | +61.4% | +31.7% | +29.7% | +30.7% |
| All | +174.6% | +101.7% | +72.9% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling