+75.8%
ZTS vs ELF
+393.6%
-317.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -7.4% | +4.3% | -11.7% | -7.9% |
| 30D | +9.9% | +7.7% | +2.1% | +8.9% |
| 3M | +10.3% | +24.7% | -14.4% | +7.4% |
| 6M | +9.2% | +114.6% | -105.5% | -0.9% |
| YTD | -32.9% | +55.8% | -88.7% | -37.2% |
| 1Y | -29.7% | +51.9% | -81.6% | -34.1% |
| 3Y | -49.0% | +24.6% | -73.5% | -54.3% |
| 5Y | -59.3% | +279.2% | -338.5% | -70.0% |
| 10Y | +78.9% | +338.7% | -259.8% | +15.2% |
| All | +75.8% | +393.6% | -317.8% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling