+87.8%
ZTS vs ENB
+109.5%
-21.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +5.6% | +3.1% | +2.4% | +4.4% |
| 30D | +12.1% | +2.1% | +10.0% | +11.2% |
| 3M | +11.3% | -4.4% | +15.7% | +13.0% |
| 6M | +14.3% | -10.1% | +24.4% | +18.6% |
| YTD | -31.9% | +5.2% | -37.1% | -33.6% |
| 1Y | -29.3% | +4.2% | -33.5% | -30.8% |
| 3Y | -48.0% | +70.1% | -118.1% | -58.0% |
| 5Y | -58.9% | +59.4% | -118.3% | -66.0% |
| All | +87.8% | +109.5% | -21.7% | +29.2% |
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