+55.0%
ZTS vs ELF
+317.0%
-262.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +0.1% |
| 7D | -3.8% | -6.8% | +3.0% | -3.0% |
| 30D | -2.0% | +5.1% | -7.1% | -2.7% |
| 3M | -10.2% | +79.8% | -90.0% | -16.6% |
| 6M | -39.4% | +29.7% | -69.1% | -41.7% |
| YTD | -40.8% | +31.6% | -72.4% | -43.5% |
| 1Y | -50.1% | -27.9% | -22.2% | -49.5% |
| 3Y | -58.9% | -26.4% | -32.5% | -60.7% |
| 5Y | -62.4% | +235.6% | -298.0% | -71.9% |
| All | +55.0% | +317.0% | -262.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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