+174.6%
ZTS vs ENB
+128.5%
+46.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | +1.9% | -2.2% | +4.1% | +2.6% |
| 3M | -4.0% | -10.5% | +6.5% | -0.8% |
| 6M | -39.1% | -5.1% | -34.1% | -38.3% |
| YTD | -38.8% | +9.0% | -47.8% | -40.7% |
| 1Y | -49.6% | +8.2% | -57.8% | -51.0% |
| 3Y | -59.0% | +67.8% | -126.7% | -65.4% |
| 5Y | -61.8% | +69.4% | -131.1% | -67.9% |
| 10Y | +61.4% | +117.5% | -56.1% | +21.0% |
| All | +174.6% | +128.5% | +46.1% | +96.3% |
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 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