+189.6%
ZTS vs ES
+176.0%
+13.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.2% |
| 7D | -0.4% | +1.9% | -2.3% | -1.1% |
| 30D | +11.7% | +7.1% | +4.7% | +8.8% |
| 3M | +3.5% | -1.9% | +5.4% | +4.0% |
| 6M | -27.6% | +4.4% | -32.0% | -28.9% |
| YTD | -35.5% | +7.3% | -42.8% | -37.5% |
| 1Y | -32.1% | +2.1% | -34.2% | -33.3% |
| 3Y | -49.1% | +41.8% | -90.9% | -56.7% |
| 5Y | -61.0% | +1.4% | -62.5% | -62.5% |
| 10Y | +74.4% | +86.8% | -12.4% | +42.8% |
| All | +189.6% | +176.0% | +13.6% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling