-50.3%
ZTS vs ELF
-31.2%
-19.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | -4.5% | -10.8% | +6.4% | -3.7% |
| 30D | -3.3% | +0.8% | -4.1% | -3.4% |
| 3M | -9.7% | +64.8% | -74.5% | -13.3% |
| 6M | -38.8% | +19.0% | -57.8% | -40.2% |
| YTD | -41.2% | +25.9% | -67.1% | -42.7% |
| 1Y | -50.3% | -28.8% | -21.5% | -50.6% |
| All | -50.3% | -31.2% | -19.1% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling