-62.3%
ZTS vs ELV
+25.1%
-87.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -3.7% | +3.2% | -6.9% | -4.3% |
| 30D | -0.8% | +5.4% | -6.1% | -1.8% |
| 3M | -9.7% | +5.4% | -15.1% | -11.0% |
| 6M | -38.4% | +45.7% | -84.1% | -43.5% |
| YTD | -41.1% | +21.2% | -62.3% | -44.1% |
| 1Y | -50.6% | +35.6% | -86.2% | -54.6% |
| 3Y | -59.1% | -2.0% | -57.1% | -60.0% |
| All | -62.3% | +25.1% | -87.4% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling