+85.9%
ZTS vs ELF
+316.3%
-230.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.6% | +1.0% |
| 7D | +1.0% | +3.4% | -2.3% | +0.6% |
| 30D | +12.4% | +5.0% | +7.4% | +11.7% |
| 3M | +13.6% | +22.6% | -9.0% | +10.7% |
| 6M | +9.3% | +104.0% | -94.7% | -0.3% |
| YTD | -32.6% | +49.3% | -81.9% | -36.6% |
| 1Y | -30.0% | +46.0% | -76.1% | -34.2% |
| 3Y | -48.7% | +19.4% | -68.1% | -54.0% |
| 5Y | -59.3% | +262.0% | -321.3% | -70.1% |
| All | +85.9% | +316.3% | -230.5% | +21.1% |
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