-29.3%
ZTS vs ELF
+53.2%
-82.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.6% |
| 7D | +5.6% | +1.6% | +4.0% | +5.4% |
| 30D | +12.1% | +9.1% | +3.0% | +10.9% |
| 3M | +11.3% | +28.2% | -16.9% | +8.3% |
| 6M | +14.3% | +119.5% | -105.2% | +4.1% |
| YTD | -31.9% | +55.2% | -87.0% | -35.6% |
| 1Y | -29.3% | +58.6% | -87.9% | -33.5% |
| All | -29.3% | +53.2% | -82.5% | -33.5% |
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 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