+60.3%
ZTS vs ELF
+357.0%
-296.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -2.0% | +5.4% | -7.3% | -2.6% |
| 30D | +1.9% | +27.0% | -25.1% | -1.0% |
| 3M | -4.0% | +113.2% | -117.2% | -12.6% |
| 6M | -39.1% | +36.6% | -75.7% | -41.8% |
| YTD | -38.8% | +44.2% | -83.0% | -42.2% |
| 1Y | -49.6% | -18.0% | -31.6% | -49.7% |
| 3Y | -59.0% | -19.9% | -39.0% | -61.2% |
| 5Y | -61.8% | +257.7% | -319.5% | -71.7% |
| All | +60.3% | +357.0% | -296.7% | +3.9% |
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