-48.6%
ZTS vs ES
+52.1%
-100.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | +12.4% | +8.2% | +4.2% | +9.5% |
| 3M | +13.6% | +0.6% | +13.0% | +13.2% |
| 6M | +9.3% | +6.0% | +3.3% | +6.9% |
| YTD | -32.6% | +9.3% | -41.9% | -34.8% |
| 1Y | -30.0% | +1.1% | -31.2% | -31.0% |
| All | -48.6% | +52.1% | -100.7% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling