+78.9%
ZTS vs ES
+92.3%
-13.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | -7.4% | +0.1% | -7.5% | -7.6% |
| 30D | +9.9% | +6.7% | +3.2% | +6.9% |
| 3M | +10.3% | +0.3% | +10.0% | +10.0% |
| 6M | +9.2% | +7.4% | +1.8% | +5.6% |
| YTD | -32.9% | +8.4% | -41.3% | -35.5% |
| 1Y | -29.7% | +0.6% | -30.4% | -30.7% |
| 3Y | -49.0% | +50.6% | -99.6% | -58.6% |
| 5Y | -59.3% | +4.8% | -64.1% | -61.5% |
| 10Y | +78.9% | +93.1% | -14.1% | +43.0% |
| All | +78.9% | +92.3% | -13.4% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling