+174.6%
ZTS vs ELV
+666.0%
-491.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.1% |
| 7D | -2.0% | +3.3% | -5.3% | -3.0% |
| 30D | +1.9% | +4.2% | -2.2% | +0.5% |
| 3M | -4.0% | -0.1% | -3.9% | -4.6% |
| 6M | -39.1% | +41.3% | -80.4% | -46.1% |
| YTD | -38.8% | +17.4% | -56.2% | -43.0% |
| 1Y | -49.6% | +35.1% | -84.6% | -55.5% |
| 3Y | -59.0% | -3.2% | -55.7% | -60.6% |
| 5Y | -61.8% | +15.6% | -77.4% | -66.3% |
| 10Y | +61.4% | +276.8% | -215.3% | -11.1% |
| All | +174.6% | +666.0% | -491.3% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling