-49.5%
ZTS vs ENB
+67.2%
-116.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.3% |
| 7D | -1.0% | -3.7% | +2.6% | +0.1% |
| 30D | +10.8% | +1.7% | +9.1% | +10.2% |
| 3M | +14.1% | -6.3% | +20.4% | +16.2% |
| 6M | +0.8% | -9.2% | +9.9% | +3.6% |
| YTD | -33.1% | +3.1% | -36.2% | -34.5% |
| 1Y | -30.0% | +3.4% | -33.4% | -31.6% |
| 3Y | -49.5% | +68.9% | -118.4% | -57.4% |
| All | -49.5% | +67.2% | -116.7% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling