+55.7%
ZTS vs ELV
+278.6%
-222.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -2.1% |
| 7D | -3.7% | +2.8% | -6.5% | -4.6% |
| 30D | -0.8% | +4.9% | -5.7% | -2.3% |
| 3M | -9.7% | +4.9% | -14.6% | -11.7% |
| 6M | -38.4% | +45.1% | -83.5% | -45.9% |
| YTD | -41.1% | +20.7% | -61.8% | -45.6% |
| 1Y | -50.6% | +35.0% | -85.6% | -56.3% |
| 3Y | -59.1% | -2.4% | -56.7% | -60.7% |
| 5Y | -62.7% | +25.5% | -88.2% | -68.2% |
| All | +55.7% | +278.6% | -222.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling