-58.7%
ZTS vs ELF
-23.6%
-35.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -2.5% |
| 7D | -4.8% | -1.2% | -3.6% | -4.7% |
| 30D | +1.2% | +5.9% | -4.7% | +0.7% |
| 3M | -6.0% | +99.5% | -105.5% | -11.9% |
| 6M | -38.7% | +26.5% | -65.3% | -40.4% |
| YTD | -40.6% | +37.2% | -77.8% | -42.8% |
| 1Y | -50.6% | -24.4% | -26.2% | -50.4% |
| 3Y | -58.7% | -23.3% | -35.4% | -62.6% |
| All | -58.7% | -23.6% | -35.1% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling