+201.1%
ZTS vs EL
+118.2%
+83.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -7.4% | +0.3% | -7.7% | -7.5% |
| 30D | +9.9% | +12.3% | -2.4% | +6.2% |
| 3M | +10.3% | +28.4% | -18.1% | +2.1% |
| 6M | +9.2% | +36.7% | -27.6% | -1.5% |
| YTD | -32.9% | +8.4% | -41.3% | -36.1% |
| 1Y | -29.7% | +25.4% | -55.1% | -36.2% |
| 3Y | -49.0% | +3.4% | -52.4% | -53.8% |
| 5Y | -59.3% | -64.8% | +5.5% | -47.4% |
| 10Y | +78.9% | +63.0% | +16.0% | +36.7% |
| All | +201.1% | +118.2% | +83.0% | +114.4% |
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