+202.6%
ZTS vs ENB
+119.5%
+83.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.0% | 0.0% | +1.0% | +1.1% |
| 30D | +12.4% | +1.4% | +11.0% | +11.9% |
| 3M | +13.6% | -5.2% | +18.8% | +15.3% |
| 6M | +9.3% | -9.9% | +19.2% | +12.7% |
| YTD | -32.6% | +4.7% | -37.2% | -33.9% |
| 1Y | -30.0% | +2.8% | -32.8% | -31.0% |
| 3Y | -48.7% | +71.3% | -120.0% | -57.0% |
| 5Y | -59.3% | +58.6% | -117.9% | -65.1% |
| 10Y | +79.8% | +108.5% | -28.7% | +36.6% |
| All | +202.6% | +119.5% | +83.1% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling