-60.2%
ZTS vs ELF
+284.3%
-344.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.4% |
| 7D | -1.0% | +7.8% | -8.9% | -1.8% |
| 30D | +10.8% | +9.3% | +1.5% | +9.7% |
| 3M | +14.1% | +21.2% | -7.1% | +11.7% |
| 6M | +0.8% | +96.1% | -95.4% | -6.6% |
| YTD | -33.1% | +57.0% | -90.1% | -36.9% |
| 1Y | -30.0% | +61.9% | -91.8% | -34.3% |
| 3Y | -49.5% | +20.0% | -69.5% | -55.0% |
| 5Y | -60.2% | +284.8% | -345.0% | -74.2% |
| All | -60.2% | +284.3% | -344.5% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling