+77.0%
ZTS vs ES
+82.6%
-5.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +10.8% | +5.7% | +5.1% | +8.2% |
| 3M | +14.1% | -2.8% | +16.9% | +15.2% |
| 6M | +0.8% | +7.0% | -6.2% | -2.4% |
| YTD | -33.1% | +6.8% | -39.9% | -35.3% |
| 1Y | -30.0% | -0.5% | -29.5% | -30.6% |
| 3Y | -49.5% | +47.2% | -96.7% | -58.6% |
| 5Y | -60.2% | +2.3% | -62.5% | -62.1% |
| 10Y | +77.0% | +85.6% | -8.6% | +42.9% |
| All | +77.0% | +82.6% | -5.6% | +42.9% |
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