-58.7%
ZTS vs ES
+6.6%
-65.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +5.6% | +2.7% | +2.9% | +4.5% |
| 30D | +12.1% | +7.6% | +4.5% | +9.1% |
| 3M | +11.3% | +0.5% | +10.8% | +10.9% |
| 6M | +14.3% | +7.6% | +6.7% | +10.9% |
| YTD | -31.9% | +10.2% | -42.1% | -34.6% |
| 1Y | -29.3% | +1.8% | -31.1% | -30.4% |
| 3Y | -48.0% | +55.4% | -103.4% | -57.7% |
| All | -58.7% | +6.6% | -65.3% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling