-26.7%
ZTS vs ES
-1.6%
-25.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.4% | +6.8% |
| 7D | +15.4% | +5.3% | +10.1% | +13.8% |
| 30D | +25.8% | +8.9% | +16.8% | +22.8% |
| 3M | +18.1% | -1.9% | +20.0% | +18.5% |
| 6M | -19.7% | +3.9% | -23.6% | -21.1% |
| YTD | -27.5% | +8.3% | -35.8% | -29.2% |
| 1Y | -26.7% | -0.1% | -26.6% | -27.4% |
| All | -26.7% | -1.6% | -25.1% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling