+58.8%
ZTS vs ENB
+98.3%
-39.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | -3.8% | -0.3% | -3.4% | -3.7% |
| 30D | -2.0% | -1.1% | -1.0% | -1.7% |
| 3M | -10.2% | -8.5% | -1.7% | -7.4% |
| 6M | -39.4% | -4.5% | -34.9% | -38.6% |
| YTD | -40.8% | +9.1% | -49.9% | -43.0% |
| 1Y | -50.1% | +8.0% | -58.1% | -51.8% |
| 3Y | -58.9% | +77.8% | -136.7% | -67.2% |
| 5Y | -62.4% | +69.4% | -131.7% | -69.5% |
| 10Y | +58.8% | +100.5% | -41.7% | +11.3% |
| All | +58.8% | +98.3% | -39.5% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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